"Automatic control variates for option pricing using neural networks."

Zineb El Filali Ech-Chafiq, Jérôme Lelong, Adil Reghai (2021)

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DOI: 10.1515/MCMA-2020-2081

access: closed

type: Journal Article

metadata version: 2021-07-29

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  - https://dblp.org/rec/journals/mcma/Ech-ChafiqLR21
Zineb El Filali Ech-Chafiq, Jérôme Lelong, Adil Reghai:
Automatic control variates for option pricing using neural networks. Monte Carlo Methods Appl. 27(2): 91-104 (2021)

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