ESAIM: Probability and Statistics (ESAIM: P&S)

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A martingale control variate method for option pricing with stochastic volatility

Jean-Pierre Fouque and Chuan-Hsiang Han

ESAIM: PS, 11 (2007) 40-54

Published online: 01 March 2007

DOI: 10.1051/ps:2007005

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