A multilevel approach to control variates (Q3404355)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5667601
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A multilevel approach to control variates |
scientific article; zbMATH DE number 5667601 |
Statements
A multilevel approach to control variates (English)
0 references
8 February 2010
0 references
derivative pricing
0 references
variance reduction
0 references
Monte Carlo
0 references
Asian option
0 references
0.8536438941955566
0 references
0.8473021984100342
0 references
0.8319558501243591
0 references
0.8273172378540039
0 references
