Compound variance reduction technique of Monte Carlo simulation methods for Asian options pricing

Release time:2016-04-24

Journal:Journal of Information and Computational Science

Place of Publication:Hong Kong, China

Co-author:Kun Zhang, Xin Lai, Weiya Chen（通讯作者）, Zhiya Chen, Jing Zhang

Discipline:计算机科学与技术

Document Type:J

Volume:12

Issue:3

Page Number:1055-1061

ISSN No.:1548–7741

Translation or Not:no

Date of Publication:2015-06-16