Essays about: "Oscar Dahlblom"
Found 1 essay containing the words Oscar Dahlblom.
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1. Control Variates for Monte Carlo-Pricing of Three-Asset Spread Options with Application in the Energy Markets
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The purpose of this paper is to compare a collection of control variates for Monte Carlo-valuation of spread options on three assets with a view towards energy markets and to lay a foundation for continued research on control variates, e.g. combinations of control variates and adaption for quasi-Monte Carlo. READ MORE
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