European Business Schools Librarian's Group
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 02-17: Efficient Control Variates for Monte-Carlo Valuation of American Options
Nicki Søndergaard Rasmussen ()
Additional contact information
Nicki Søndergaard Rasmussen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
50 pages, May 9, 2002
Full text files
D02_17.PDF
- University of Aarhus, Aarhus School of Business, Department of Business Studies
- Home page for this series
Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().
RePEc:hhb:aarfin:2002_017This page generated on 2024-09-13 22:19:14.