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"An efficient control variate method for pricing variance derivatives."

Junmei Ma, Chenglong Xu (2010)

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DOI: 10.1016/J.CAM.2010.05.017

access: open

type: Journal Article

metadata version: 2021-02-16

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  - https://dblp.org/rec/journals/jcam/MaX10
Junmei Ma, Chenglong Xu:
An efficient control variate method for pricing variance derivatives. J. Comput. Appl. Math. 235(1): 108-119 (2010)

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