Pages that link to "Item:Q3072844"
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The following pages link to Variance derivatives pricing and control variate Monte Carlo method (Q3072844):
Displaying 4 items.
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- Efficient Monte Carlo pricing of European options using mean value control variates (Q1601356) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)