Control variates and conditional Monte Carlo for basket and Asian options (Q2443219)
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scientific article; zbMATH DE number 6279957
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Control variates and conditional Monte Carlo for basket and Asian options |
scientific article; zbMATH DE number 6279957 |
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Control variates and conditional Monte Carlo for basket and Asian options (English)
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4 April 2014
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basket options
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Asian options
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Monte Carlo simulation
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control variate
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conditional Monte Carlo
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0.92340106
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0.9112043
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0.90300584
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0.89572304
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0.87832457
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0.87744254
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0.87640774
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0.87230176
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0.86559844
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