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  • Search: subject:"Optimally sampled control variates"
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American options 1 Bias 1 Bias correction 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Optimally sampled control variates 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Simulation 1 Systematischer Fehler 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Boire, François-Michel 1 Reesor, R. Mark 1 Stentoft, Lars 1
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Operations research letters 1
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Lower bounds for American option prices with control variates
Boire, François-Michel; Reesor, R. Mark; Stentoft, Lars - In: Operations research letters 51 (2023) 6, pp. 568-574
Persistent link: https://www.econbiz.de/10014465726
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