Efficient Control Variates for Monte-Carlo Valuation of American Options

Nicki Søndergaard Rasmussen ()
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Nicki Søndergaard Rasmussen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark

No 02-17, Finance Working Papers from University of Aarhus, Aarhus School of Business, Department of Business Studies

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Date: 2002-05-09
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