A new control variate estimator for an Asian option (Q2431779): Difference between revisions
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Revision as of 07:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new control variate estimator for an Asian option |
scientific article |
Statements
A new control variate estimator for an Asian option (English)
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24 October 2006
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control variate estimator
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variance reduction technique
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Monte Carlo simulation
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option pricing
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