Control variates and conditional Monte Carlo for basket and...

Insurance: Mathematics and Economics 2013 / 5 Vol. 52; Iss. 3

Control variates and conditional Monte Carlo for basket and Asian options

Dingeç, Kemal Dinçer, Hörmann, Wolfgang
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Volume:
52
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2013.03.002
Date:
May, 2013
File:
PDF, 387 KB
english, 2013
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