Mathematics and Computers in Simulation
 2021
DOI: 10.1016/j.matcom.2020.09.011
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A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model

Idin Noorani
1
,
Farshid Mehrdoust
2
,
Abdelaziz Nasroallah
3
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Cited by 11 publications
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