"Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method."

Junmei Ma, Chenglong Xu (2009)

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DOI: 10.1109/BIFE.2009.170

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Junmei Ma, Chenglong Xu:
Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method. BIFE 2009: 735-739

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