Control variates and conditional Monte Carlo for basket and Asian options
| Year of publication: |
2013
|
|---|---|
| Authors: | Dingeç, Kemal Dinçer ; Hörmann, Wolfgang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 3, p. 421-434
|