"A general control variate method for option pricing under Lévy ..."

Kemal Dinçer Dingeç, Wolfgang Hörmann (2012)

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DOI: 10.1016/J.EJOR.2012.03.046

access: closed

type: Journal Article

metadata version: 2020-02-21

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Kemal Dinçer Dingeç, Wolfgang Hörmann:
A general control variate method for option pricing under Lévy processes. Eur. J. Oper. Res. 221(2): 368-377 (2012)

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