Scandinavian Working Papers in Business Administration
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
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D02_17.PDF
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