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：

引用

页码：40 / 54

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