"A generalized antithetic variates Monte-Carlo simulation method for ..."

Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah (2021)

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DOI: 10.1016/J.MATCOM.2020.09.011

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type: Journal Article

metadata version: 2024-10-06

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Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah:
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model. Math. Comput. Simul. 181: 1-15 (2021)

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