A martingale control variate method for option pricing with stochastic volatility

Author： Fouque Jean-Pierre Han Chuan-Hsiang

E-ISSN： 1262-3318|11|issue|40-54

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-03, pp. : 40-54

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