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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~person:"Takahashi, Akihiko"
~subject:"Control variate"
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Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of empirical finance
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A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
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