Variance Reduction in Monte Carlo Option Pricing: A Comparative Analysis of Control Variates, Multiple Control Variates and Antithetic Variates
Year: 2025
Type: article
DOI: 10.61173/barwer81
Authors: Shihan Zhang, Longyi Song
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4407978510