Skip to content
Search…
Search
Quick links
Unanswered topics
Active topics
Search
Serving the Quantitative Finance Community
Search…
Search
Home
Magazine
News
Inner Circle
Free Articles
CQF/i
Blogs
Forums
Jobs Board
Home
Magazine
News
Inner Circle
Free Articles
CQF/i
Blogs
Forums
Jobs Board
Forum Index
Principal Discussion Forums
Numerical Methods Forum
Search
Quick links
Unanswered topics
Active topics
Search
Register
Login
Remember me
Principal Discussion Forums
General Forum
Technical Forum
Trading Forum
Numerical Methods Forum
Programming and Software Forum
Economics Forum
Politics Forum
Book And Research Paper Forum
Student Forum
Careers, Jobs And Events
Careers Forum
Jobs Board
Events Board
Community Projects
The Quantitative Finance FAQs Project
The Quantitative Finance Code Library Project
Off Topic And Miscellaneous
Off Topic
Brainteaser Forum
Forum and Website Bugs and Suggestions
Control Variates for cliquet/ratchet options
Post Reply
Print view
bluenote
Topic Author
Posts:
0
Joined:
November 4th, 2003, 6:55 pm
Control Variates for cliquet/ratchet options
Quote
#1
November 4th, 2003, 7:02 pm
Hello,Does anyone know of a good control variate to use in the Monte Carlo simulation of a cliquet/ratchet option (using local vol).ThanksBlueNote
Top
×