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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/29848| Title: | New control variates for pricing basket options |
| Authors: | Jipreze, K Date, P |
| Keywords: | finance;simulation;stochastic processes. |
| Issue Date: | 2024 |
| Publisher: | Oxford University Press on behalf of the Institute of Mathematics and its Applications |
| Citation: | Jipreze, K. and Date, P. (2024) 'New control variates for pricing basket options', IMA Journal of Management Mathematics, 0 (accepted, in press), pp 1 - [23]. |
| Abstract: | ... |
| Description: | Data availability: The data underlying this article will be shared on reasonable request to the corresponding author. |
| URI: | https://bura.brunel.ac.uk/handle/2438/29848 |
| ISSN: | 1471-678X |
| Other Identifiers: | ORCiD: Paresh Date https://orcid.org/0000-0001-7097-9961 |
| Appears in Collections: | Dept of Mathematics Embargoed Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication | 225.8 kB | Adobe PDF | View/Open |
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