Lower bounds for American option prices with control variates (Q6556178)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7865907
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lower bounds for American option prices with control variates |
scientific article; zbMATH DE number 7865907 |
Statements
Lower bounds for American option prices with control variates (English)
0 references
17 June 2024
0 references
American options
0 references
bias correction
0 references
optimally sampled control variates
0 references
Monte Carlo simulation
0 references
