A smooth estimator for MC/QMC methods in finance (Q622177)
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scientific article; zbMATH DE number 5843125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smooth estimator for MC/QMC methods in finance |
scientific article; zbMATH DE number 5843125 |
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A smooth estimator for MC/QMC methods in finance (English)
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31 January 2011
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option pricing
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multi-factor stochastic volatility models
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control variate method
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Monte Carlo and quasi-Monte Carlo methods
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0.8925661
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0.87852967
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0.8707346
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0.8698166
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0.8671443
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0.8667278
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