Variance Reduction for Asian Options under a General Model Framework* (Q4554735): Difference between revisions

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scientific article; zbMATH DE number 6975900
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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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