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