Using the continuous price as control variate for discretely monitored options (Q433633): Difference between revisions
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Revision as of 01:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using the continuous price as control variate for discretely monitored options |
scientific article |
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Using the continuous price as control variate for discretely monitored options (English)
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5 July 2012
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option pricing
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path dependent options
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variance reduction
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control variate
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