Efficient Variance Reduction for American Call Options Using Symmetry Arguments

Recently it was shown that the estimated American call prices obtained with regression and simulation based methods can be significantly improved on by using put-call symmetry. This paper extends these results and demonstrates that it is also possible to significantly reduce the variance of the esti...

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Bibliographic Details
Main Authors: François-Michel Boire, R. Mark Reesor, Lars Stentoft
Format: article
Language:EN
Published: MDPI AG 2021
Subjects:
Online Access:https://doaj.org/article/ffed81f9d5c44812bc1d4be51d003b80
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