Year | 2011 |
---|---|
Authors | Han-Hsing Lee 、張森林、屈誠銘、李漢星、葉宗穎 |
Paper Title | Applying Control Variate Technique to the Monte Carlo Simulation of Option Prices |
Journal Title | Journal of Futures and Options |
Vol.No | 4 |
Issue.No | 1 |
Page(s) | 35-68 |
Level Type | Others,TSSCI |
Total Pages | 34 |
Date of Publication | 2011-05-01 |