Showing 1 - 1 results of 1 for search '"martingale control variate"', query time: 1.23s Refine Results
  1. 1
    Variance and Dimension Reduction Monte Carlo Method for Pricing European Multi-Asset Options with Stochastic Volatilities
    by Yijuan Liang, Xiuchuan Xu
    Published 2019-02-01
    Subjects: “...martingale control variate...”
    Get full text
    Article
Search Tools: Get RSS Feed — Email this Search