A general control variate method for option pricing under Lévy processes

DOI Web Site Web Site 2 Citations

Journal

European Journal of Operational Research

European Journal of Operational Research 221 (2), 368-377, 2012-09

Elsevier BV

Citations (2)*help

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Details 詳細情報について

CRID

1360574095558035200
DOI

10.1016/j.ejor.2012.03.046
ISSN

03772217
Web Site

https://api.elsevier.com/content/article/PII:S0377221712002718?httpAccept=text/xml

https://api.elsevier.com/content/article/PII:S0377221712002718?httpAccept=text/plain
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