A martingale control variate method for option pricing with stochastic volatility

被引：0
|
作者：
Fouque, Jean-Pierre
Han, Chuan-Hsiang
机构：
[1] Department of Statistics and Applied Probability, University of California, Santa Barbara, CA 93106-3110, United States
[2] Department of Quantitative Finance, National Tsing Hua University, Hsinchu, 30013, Taiwan
来源：
ESAIM - Probability and Statistics | 2007年 / 11卷
关键词：
D O I：
10.1051/ps:2007005
中图分类号：
学科分类号：
摘要：
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收藏
页码：40 / 54
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