Variance reduction for Monte Carlo methods to evaluate...

Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models

Fouque, Jean-Pierre, Han, Chuan-Hsiang
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Volume:
4
Year:
2004
Language:
english
Pages:
10
DOI:
10.1080/14697680400020317
File:
PDF, 188 KB
english, 2004
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