Using the continuous price as control variate for discretely monitored options.

Kemal Dinçer Dingeç Wolfgang Hörmann

Published in: Math. Comput. Simul. (2011)

Keyphrases

control strategy
real time control
case study
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image processing
robot control
control method
mathematical model
control theory
control problems
optimal control
real world
data structure
decision trees
clustering algorithm
feature selection
machine learning