View in EDS HTML Full Text PDF Full Text

Vanilla options as controls for estimating the conditional expectation of a European derivative payoff.

Saved in:
Bibliographic Details
Title: Vanilla options as controls for estimating the conditional expectation of a European derivative payoff.
Authors: Chiu, Eddie W. K.1 (AUTHOR) eddiechiu@connect.hku.hk
Source: Monte Carlo Methods & Applications. Sep2025, Vol. 31 Issue 3, p225-246. 22p.
Database: Mathematics Source
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 187675634
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Vanilla options as controls for estimating the conditional expectation of a European derivative payoff.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Chiu%2C+Eddie+W%2E K%2E%22">Chiu, Eddie W. K.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> eddiechiu@connect.hku.hk</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Monte+Carlo+Methods+%26+Applications%22">Monte Carlo Methods & Applications</searchLink>. Sep2025, Vol. 31 Issue 3, p225-246. 22p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=187675634
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1515/mcma-2025-2013
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 22
        StartPage: 225
    Titles:
      – TitleFull: Vanilla options as controls for estimating the conditional expectation of a European derivative payoff.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Chiu, Eddie W. K.
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 09
              Text: Sep2025
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-print
              Value: 09299629
          Numbering:
            – Type: volume
              Value: 31
            – Type: issue
              Value: 3
          Titles:
            – TitleFull: Monte Carlo Methods & Applications
              Type: main
ResultId 1