Variance reduction for multiple option parameters (Q3607211)
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scientific article; zbMATH DE number 5521287
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Variance reduction for multiple option parameters |
scientific article; zbMATH DE number 5521287 |
Statements
28 February 2009
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option pricing with multiple parameters
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diffusion model
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variance reduction
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0.849175214767456
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0.8077664971351624
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0.8025220632553101
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0.7971965670585632
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