"Using the continuous price as control variate for discretely monitored ..."

Kemal Dinçer Dingeç, Wolfgang Hörmann (2011)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2011.09.007

access: closed

type: Journal Article

metadata version: 2020-03-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/DingecH11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/DingecH11
Kemal Dinçer Dingeç, Wolfgang Hörmann:
Using the continuous price as control variate for discretely monitored options. Math. Comput. Simul. 82(4): 691-704 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.