A general control variate method for Lévy models in finance (Q2178156): Difference between revisions

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Revision as of 14:45, 22 July 2024

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A general control variate method for Lévy models in finance
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    A general control variate method for Lévy models in finance (English)
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    7 May 2020
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    control variate
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    Monte Carlo simulation
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    Lévy process
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    path-dependent options
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