A general control variate method for option pricing under Lévy processes
Title | A general control variate method for option pricing under Lévy processes |
Publication Type | Journal Article |
Authors | Dingeç, K. Dinçer, and W. Hörmann |
Title | A general control variate method for option pricing under Lévy processes |
Publication Type | Journal Article |
Authors | Dingeç, K. Dinçer, and W. Hörmann |