A multilevel approach to control variates (Q3404355)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multilevel approach to control variates |
scientific article |
Statements
A multilevel approach to control variates (English)
0 references
8 February 2010
0 references
derivative pricing
0 references
variance reduction
0 references
Monte Carlo
0 references
Asian option
0 references
