Variance Reduction for Asian Options under a General Model Framework* (Q4554735): Difference between revisions
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Latest revision as of 22:45, 19 March 2024
scientific article; zbMATH DE number 6975900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance Reduction for Asian Options under a General Model Framework* |
scientific article; zbMATH DE number 6975900 |
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Variance Reduction for Asian Options under a General Model Framework* (English)
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9 November 2018
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variance reduction
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Asian options
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Lévy processes
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Heston stochastic volatility
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regime switching models
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