Least-square-based control variate method for pricing options under general factor models (Q5031850)
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scientific article; zbMATH DE number 7474858
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| English | Least-square-based control variate method for pricing options under general factor models |
scientific article; zbMATH DE number 7474858 |
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Least-square-based control variate method for pricing options under general factor models (English)
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16 February 2022
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control variate method
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least-square method
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Monte Carlo simulation
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stochastic volatility
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stochastic interest rate
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0.8474427461624146
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0.8419392704963684
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0.8380860686302185
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0.8300601243972778
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0.8257952928543091
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