Efficient multiple control variate method with applications to exotic option pricing
Keyword(s):
2018 ◽
Vol 22
(3)
◽
pp. 89-148
◽
Keyword(s):
2002 ◽
Vol 05
(01)
◽
pp. 1-31
◽
Keyword(s):
2015 ◽
Vol 11
(1)
◽
pp. 237-254
◽
2003 ◽
pp. 119-134
◽
2012 ◽
Vol 35
(11)
◽
pp. 1256-1268
◽