Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269)
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scientific article; zbMATH DE number 7002159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models |
scientific article; zbMATH DE number 7002159 |
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15 January 2019
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European and Asian options
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stochastic volatility
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variance reduction
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Monte Carlo
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Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (English)
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