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Search: subject:"Control variate methods"
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Control variate methods
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
2
Efficient
control
variate
methods
with applications to exotic options pricing under subordinated Brownian motion models
Zhang, Ling
;
Lai, Yongzeng
;
Zhang, Shuhua
;
Li, Lin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 602-621
Persistent link: https://www.econbiz.de/10012120139
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