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.
Description
ISSN:09299629
DOI:10.1515/mcma-2025-2013