Option pricing with the control variate technique beyond Monte Carlo simulation

  • Chun Yuan Chiu
  • , Tian Shyr Dai
  • , Yuh Dauh Lyuu
  • , Liang Chih Liu*
  • , Yu Ting Chen
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Fingerprint

Dive into the research topics of 'Option pricing with the control variate technique beyond Monte Carlo simulation'. Together they form a unique fingerprint.
Sort by

Keyphrases

Mathematics

Computer Science