Using the continuous price as control variate for discretely monitored options
Title | Using the continuous price as control variate for discretely monitored options |
Publication Type | Journal Article |
Year of Publication | 2011 |
Authors | Dingeç, K. Dinçer, and W. Hörmann |
Journal | Mathematics and Computers in Simulation |
Volume | 82 |
Pagination | 691–704 |