Option Pricing with the Control Variate Technique beyond Monte Carlo Simulation
博士 === 國立交通大學 === 資訊管理研究所 === 106 === The Contol-variate (CV) technique is an effective method to speed up Monte Carlo simulation, and is widely applicable in financial derivatives pricing. This research proposal studies the possibility to apply the CV technique to enhance numerical pricing algorith...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6c2h7w |