Least-square-based control variate method for pricing options under general factor models
Xu, Chenglong, Ma, Junmei, Tian, YimingLanguage:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2018.1442925
Date:
March, 2018
File:
PDF, 1.57 MB
english, 2018