A new control variate estimator for an Asian option
Kenji Kamizono, Takeaki Kariya, Regina Y. Liu and Teruo Nakatsuma
| Year of publication: |
2004
|
|---|---|
| Authors: | Kamizono, Kenji ; Kariya, Takeaki ; Liu, Regina Y. ; Nakatsuma, Teruo |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 2, p. 143-160
|
| Subject: | Optionsgeschäft | Option trading | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003357648