A new control variate estimator for an Asian option (Q2431779): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10690-006-9007-8 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10690-006-9007-8 / rank | |||
Normal rank | |||
Latest revision as of 14:32, 18 December 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)
0 references
24 October 2006
0 references
control variate estimator
0 references
variance reduction technique
0 references
Monte Carlo simulation
0 references
option pricing
0 references
