Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing
2005 ◽
Vol 15
(4)
◽
pp. 2681-2705
◽
2020 ◽
Vol 32
(1)
◽
pp. 188-202
◽
2020 ◽
Vol 8
(3)
◽
pp. 1139-1188
Keyword(s):
Keyword(s):
Keyword(s):
2015 ◽
Vol 297
◽
pp. 700-720
◽
2001 ◽
Vol 28
(5)
◽
pp. 457-475
◽