A multilevel approach to control variates (Q3404355)
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scientific article; zbMATH DE number 5667601
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multilevel approach to control variates |
scientific article; zbMATH DE number 5667601 |
Statements
A multilevel approach to control variates (English)
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8 February 2010
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derivative pricing
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variance reduction
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Monte Carlo
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Asian option
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0.8536438941955566
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0.8473021984100342
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0.8319558501243591
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0.8273172378540039
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