Control variate methods and applications to Asian and basket options pricing under jump-diffusion models (Q5382642)
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scientific article; zbMATH DE number 7067483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control variate methods and applications to Asian and basket options pricing under jump-diffusion models |
scientific article; zbMATH DE number 7067483 |
Statements
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models (English)
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18 June 2019
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finance
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option pricing
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Monte Carlo method
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variance reduction methods
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jump diffusion process
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