{"id":"W2887574199","doi":"10.1016/j.najef.2018.07.004","title":"Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models","year":2018,"lang":"en","type":"article","venue":"The North American Journal of Economics and Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University","funders":"National Natural Science Foundation of China","keywords":"Control variates; Exotic option; Asian option; Variance (accounting); Variance reduction; Econometrics; Brownian motion; Mathematics; Random variate; Valuation of options; Inverse Gaussian distribution; Asset (computer security); Monte Carlo method; Exponential function; Geometric Brownian motion; Monte Carlo methods for option pricing; Economics; Statistics; Computer science; Random variable; Markov chain Monte Carlo; Accounting; Hybrid Monte Carlo; Diffusion process; Mathematical analysis","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":{"n_in":0,"stratum":"aff_core","weight":5595.2375,"opus":{"tier":"OUT","genre":"conceptual","about_ca":false,"confidence":"high","reason":"No abstract; variance-reduction techniques for option pricing, i.e. a computational method in finance rather than a study of research practice."},"gpt":{"tier":"OUT","genre":"conceptual","about_ca":false,"confidence":"high","reason":"This concerns mathematical methods for financial option pricing, not research itself."},"grok":{"tier":"OUT","genre":"empirical","about_ca":false,"confidence":"high","reason":"Financial mathematics on control variates for option pricing under a title that is domain-clear."}}}