Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options.
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk
Browse the full FPL paper archive.
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk
Browse the full FPL paper archive.