A general control variate method for Lévy models in finance (Q2178156)
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scientific article; zbMATH DE number 7198009
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| English | A general control variate method for Lévy models in finance |
scientific article; zbMATH DE number 7198009 |
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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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0.9261744618415833
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0.8178134560585022
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0.8139072060585022
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0.810675323009491
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