A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282): Difference between revisions
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Latest revision as of 17:26, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model |
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A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (English)
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6 March 2021
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regime switching models
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Asian option pricing
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Monte-Carlo simulation
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variance reduction methods
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