A general control variate method for Lévy models in finance (Q2178156): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.ejor.2020.01.043 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2020.01.043 / rank | |||
Normal rank | |||
Latest revision as of 09:00, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general control variate method for Lévy models in finance |
scientific article |
Statements
A general control variate method for Lévy models in finance (English)
0 references
7 May 2020
0 references
control variate
0 references
Monte Carlo simulation
0 references
Lévy process
0 references
path-dependent options
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
