Variance reduction for Monte Carlo simulation in a stochastic volatility environment (Q4646767)
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scientific article; zbMATH DE number 7001500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction for Monte Carlo simulation in a stochastic volatility environment |
scientific article; zbMATH DE number 7001500 |
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Variance reduction for Monte Carlo simulation in a stochastic volatility environment (English)
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14 January 2019
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stochastic volatility
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variance reduction
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Monte Carlo simulation
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option prices
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