Efficient Monte Carlo pricing of European options¶using mean value control variates
Work
Year: 2001
Type: article
Author Paolo Pellizzari
Institution Ca' Foscari University of Venice
Cites: 20
Cited by: 26
Related to: 10
FWCI: 0.282
Citation percentile (by year/subfield): 84.41
Subfield: Finance
Domain: Social Sciences
Open Access status: closed