Efficient multiple control variate method with applications to exotic option pricing (Q5079476)
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scientific article; zbMATH DE number 7532948
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient multiple control variate method with applications to exotic option pricing |
scientific article; zbMATH DE number 7532948 |
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Efficient multiple control variate method with applications to exotic option pricing (English)
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27 May 2022
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Monte Carlo methods
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variance reduction
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control variate methods
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option pricing
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exotic options
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