A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model

DOI10.1016/J.MATCOM.2020.09.011MaRDI QIDQ1998282zbMATH OpenOpenAlexFDO

Authors Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah

Publication date 6 March 2021

Published in Lua error in package.lua at line 80: module 'SPARQL' not found. (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2020.09.011

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