Generalized control variate methods for pricing Asian options
Year of publication: |
2010
|
---|---|
Authors: | Han, Chuan-Hsiang ; Lai, Yongzeng |
Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 14.2010, 2, p. 87-119
|
Saved in:
Saved in favorites
Similar items by person
-
Variance reduction for MC/QMC methods to evaluate option prices
Fouque, Jean-Pierre, (2009)
-
Generalized control variate methods for pricing Asian options
Han, Chuan-Hsiang, (2010)
-
A smooth estimator for MC/QMC methods in finance
Han, Chuan-Hsiang, (2010)
- More ...