The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives.

Zhang Y

DOI: 10.1371/journal.pone.0229737
Published: 2020
Container: PloS one
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1371/journal.pone.0229737,
  title = {The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives.},
  author = {Zhang Y},
  year = {2020},
  journal = {PloS one},
  doi = {10.1371/journal.pone.0229737},
  url = {https://doi.org/10.1371/journal.pone.0229737}
}

RIS

TY  - JOUR
TI  - The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives.
AU  - Zhang Y
PY  - 2020
JO  - PloS one
DO  - 10.1371/journal.pone.0229737
UR  - https://doi.org/10.1371/journal.pone.0229737
ER  -

APA

Y, Z. (2020). The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives.. PloS one. https://doi.org/10.1371/journal.pone.0229737

Source records

pubmed · retrieved 2026-09-25T05:27:33.076Z
europe-pmc · retrieved 2026-09-25T05:27:33.103Z
doaj · retrieved 2026-09-25T05:27:33.080Z