Variance analysis of control variate technique and applications in Asian option pricing
Subject Areas : International Journal of Industrial MathematicsB. Fathi ‎Vajargah‎ 1 , A. Salimipour‎ 2 , S. Salahshour‎ 3
1 - Department of Statistics, Faculty of Mathematical Science, University of Guilan, Rasht, Iran.
2 - Department of Applied Mathematics, Faculty of Mathematical Science, University of Guilan, Rasht, Iran.
3 - Young Researchers and Elite Club, Mobarakeh Branch, Islamic Azad University, Iran.
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