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 ()
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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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