Lower bounds for American option prices with control variates (Q6556178)
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scientific article; zbMATH DE number 7865907
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower bounds for American option prices with control variates |
scientific article; zbMATH DE number 7865907 |
Statements
Lower bounds for American option prices with control variates (English)
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17 June 2024
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American options
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bias correction
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optimally sampled control variates
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Monte Carlo simulation
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