, Moment Matching and Control Variates. …

symmetric puts. Second, control variates should always be used and is the most efficient method. Furthermore, since control … variates is more effective for puts than calls, and since symmetric pricing already offers some variance reduction, we …

.i.d. simulated blocks. As a classical variance reduction technique, we propose the use of control variates for reducing the variance … good performance of these new simulation based estimators, and the superiority of the control variates based estimator for …

symmetric puts. Second, control variates should always be used and is the most efficient method. Furthermore, since control … variates is more effective for puts than calls, and since symmetric pricing already offers some variance reduction, we …