<t>There are a lot of discussions and literature about using variance reduction techniques to produce more accurate calculations of option prices, or accurate prices with fewer simulations. They appear to discuss European options. For path dependent options, do you find the same techniques (Sobol se...

Do they exist? Will any firm sell these, even by appointment?

<t>If one wants to price an option on a total return index, such as S&P 500 total return, and use Black Scholes, is it sufficient to set the dividend yield on the index to zero? If not, what should be used? Are the other inputs to the formula the same as if the underlying was the S&P 500 pri...