A general control variate method for Lévy models in finance (Q2178156)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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