Pages that link to "Item:Q5031850"
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The following pages link to Least-square-based control variate method for pricing options under general factor models (Q5031850):
Displaying 5 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- Variance derivatives pricing and control variate Monte Carlo method (Q3072844) (← links)