Least-square-based control variate method for pricing...

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Least-square-based control variate method for pricing options under general factor models

Xu, Chenglong, Ma, Junmei, Tian, Yiming
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Language:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2018.1442925
Date:
March, 2018
File:
PDF, 1.57 MB
english, 2018
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