A smooth estimator for MC/QMC methods in finance
type: Item
instance of: scholarly article
title: A smooth estimator for MC/QMC methods in finance
zbMATH Open document ID: 1237.91229
author: Chuan-Hsiang Han
author: Yongzeng Lai
published in: Mathematics and Computers in Simulation
publication date: 2011-01-31T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5843125
zbMATH Keywords: option pricing
zbMATH Keywords: multi-factor stochastic volatility models
zbMATH Keywords: control variate method
zbMATH Keywords: Monte Carlo and quasi-Monte Carlo methods
MaRDI profile type: Publication
full work available at URL: j.matcom.2010.07.013
OpenAlex ID: W1979923927
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DOI: 10.1016/J.MATCOM.2010.07.013
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description: scientific article; zbMATH DE number 5843125