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机译:高效多控制变化方法应用于异国情调选项定价
Tianjin Univ Finance & Econ Res Ctr Math & Econ Tianjin Peoples R China;
Zhaoqing Univ Sch Math & Stat Zhaoqing Guangdong Peoples R China;
Wilfrid Laurier Univ Dept Math Waterloo ON N2L 3C5 Canada;
Monte Carlo methods; variance reduction; control variate methods; option pricing; exotic options;