A new control variate estimator for an Asian option
Year of publication: |
2004
|
---|---|
Authors: | Kamizono, Kenji ; Kariya, Takeaki ; Liu, Regina Y. ; Nakatsuma, Teruo |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 2, p. 143-160
|
Subject: | Optionsgeschäft | Option trading | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
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