Using the continuous price as control variate for discretely monitored options
| Başlık | 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 |
