A generalized antithetic variates Monte-Carlo simulation...

Mathematics and Computers in Simulation 2021 / 03 Vol. 181

A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model

Noorani, Idin, Mehrdoust, Farshid, Nasroallah, Abdelaziz
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
181
Journal:
Mathematics and Computers in Simulation
DOI:
10.1016/j.matcom.2020.09.011
Date:
March, 2021
File:
PDF, 481 KB
2021
Conversion to is in progress
Conversion to is failed