JDOI variance reduction method and the pricing of American-style options (Q5079357)
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scientific article; zbMATH DE number 7532604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | JDOI variance reduction method and the pricing of American-style options |
scientific article; zbMATH DE number 7532604 |
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JDOI variance reduction method and the pricing of American-style options (English)
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27 May 2022
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American options
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Lévy models
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stochastic volatility
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variance reduction
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Monte Carlo methods
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