A new variance reduction method for option pricing based on sampling the vertices of a simplex
- Publisher
- ROUTLEDGE JOURNALS
- Issue Date
- 2016-08
- Language
- English
- Article Type
- Article
- Citation
QUANTITATIVE FINANCE, v.16, no.8, pp.1165 - 1173
- ISSN
- 1469-7688
- Appears in Collection
- MA-Journal Papers(저널논문)
- Files in This Item
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