"Vanilla options as controls for estimating the conditional expectation of ..."

Eddie W. k. Chiu (2025)

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DOI: 10.1515/MCMA-2025-2013

access: closed

type: Journal Article

metadata version: 2025-10-14

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Eddie W. k. Chiu:
Vanilla options as controls for estimating the conditional expectation of a European derivative payoff. Monte Carlo Methods Appl. 31(3): 225-246 (2025)

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