Pages that link to "Item:Q2431779"
From MaRDI portal
The following pages link to A new control variate estimator for an Asian option (Q2431779):
Displaying 6 items.
- Valuation of a repriceable executive stock option (Q2268392) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Variance Reduction for Asian Options under a General Model Framework* (Q4554735) (← links)
- Pricing Asian options with stochastic volatility (Q4647281) (← links)
- On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
- Control variate methods and applications to Asian and basket options pricing under jump-diffusion models (Q5382642) (← links)