Control variates and conditional Monte Carlo for basket and Asian options (Q2443219): Difference between revisions
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Revision as of 08:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control variates and conditional Monte Carlo for basket and Asian options |
scientific article |
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Control variates and conditional Monte Carlo for basket and Asian options (English)
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4 April 2014
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basket options
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Asian options
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Monte Carlo simulation
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control variate
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conditional Monte Carlo
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