A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model |
scientific article |
Statements
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (English)
0 references
6 March 2021
0 references
regime switching models
0 references
Asian option pricing
0 references
Monte-Carlo simulation
0 references
variance reduction methods
0 references
0 references
0 references
