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 |
Authors | Dingeç, K. Dinçer, and W. Hörmann |
Title | Using the continuous price as control variate for discretely monitored options |
Publication Type | Journal Article |
Authors | Dingeç, K. Dinçer, and W. Hörmann |