Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 57, No. 1 (2008), pp. 75-87 (13 pages) Complex survey sampling is often used to sample a fraction of a large finite ...
The conventional control variate method proposed by Kemna and Vorst for evaluating Asian options using the Black-Scholes model utilizes a constant control parameter.We generalize this method, applying ...
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