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"A general control variate method for multi-dimensional SDEs: An ..."
Kenichiro Shiraya, Akihiko Takahashi (2017)
- Kenichiro Shiraya, Akihiko Takahashi:
A general control variate method for multi-dimensional SDEs: An application to multi-asset options under local stochastic volatility with jumps models in finance. Eur. J. Oper. Res. 258(1): 358-371 (2017)
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