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American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics

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VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS

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Special Volume: Mathematical Modeling and Numerical Methods in Finance

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Handbook of Numerical Analysis, Special Volume: Mathematical Modeling and Numerical Methods in Finance 15 169 (2009)
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Variance and Dimension Reduction Monte Carlo Method for Pricing European Multi-Asset Options with Stochastic Volatilities

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Handbook of Quantitative Finance and Risk Management

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Handbook of Quantitative Finance and Risk Management 1109 (2010)
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Least-square-based control variate method for pricing options under general factor models

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VaR/CVaR Estimation Under Stochastic Volatility Models

Chuan-Hsiang Han, Wei-Han Liu and Tzu-Ying Chen
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American Options Under Stochastic Volatility: Control Variates, Maturity Randomization & Multiscale Asymptotics

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Efficient multiple control variate method with applications to exotic option pricing

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