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Q5398763 - MaRDI portal

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scientific article; zbMATH DE number 6262728
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English
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scientific article; zbMATH DE number 6262728

    Statements

    author
    Guangxin Jiang
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    Dazhi Kou
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    Chenglong Xu
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    Lei Xu
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    publication date
    28 February 2014
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    zbMATH Keywords
    Monte Carlo method
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    stochastic volatility
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    control variate
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    Asian options
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C05
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    91G20
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    zbMATH DE Number
    6262728
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