Journal of Mathematical Finance

Vol.6 No.3(2016), Paper ID 69371, 7 pages

DOI:10.4236/jmf.2016.63029

 

Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options

 

Armin Müller

 

FernUniversität in Hagen, Lehrstuhl für angewandte Statistik und Methoden der empirischen Sozialforschung, Hagen, Germany

 

Copyright © 2016 Armin Müller et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Müller, A. (2016) Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options. Journal of Mathematical Finance, 6, 361-367. doi: 10.4236/jmf.2016.63029.
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