Boire, François-Michel; Reesor, R. Mark; Stentoft, Lars - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-21
symmetric puts. Second, control variates should always be used and is the most efficient method. Furthermore, since control … variates is more effective for puts than calls, and since symmetric pricing already offers some variance reduction, we …