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Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models
Why is this work in the frame?
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Canadian affiliationAn author listed a Canadian institution. This is the only route the usual frame has.
The three-model screen
all 1,000 screened works →All three models called this out of scope.
stratum: aff_core · design weight: 5595.24 (the sample is stratified; any rate computed without the weight is wrong)
Claude Opus 4.8OUT
genre: conceptual
about Canada: no
confidence: high
No abstract; variance-reduction techniques for option pricing, i.e. a computational method in finance rather than a study of research practice.
GPT-5.6 (high)OUT
genre: conceptual
about Canada: no
confidence: high
This concerns mathematical methods for financial option pricing, not research itself.
Grok 4.5OUT
genre: empirical
about Canada: no
confidence: high
Financial mathematics on control variates for option pricing under a title that is domain-clear.
Abstract
No abstract. This is not a gap in this database — OpenAlex has none either. 23.3% of the frame is in this state, and the screen finds HALF as much metaresearch here, so the absence is a measured bias rather than a missing field.
The record
- Venue
- The North American Journal of Economics and Finance
- Topic
- Stochastic processes and financial applications
- Field
- Economics, Econometrics and Finance
- Canadian institutions
- Wilfrid Laurier University
- Funders
- National Natural Science Foundation of China
- Keywords
- Control variatesExotic optionAsian optionVariance (accounting)Variance reductionEconometricsBrownian motionMathematicsRandom variateValuation of optionsInverse Gaussian distributionAsset (computer security)Monte Carlo methodExponential functionGeometric Brownian motionMonte Carlo methods for option pricingEconomicsStatisticsComputer scienceRandom variableMarkov chain Monte CarloAccountingHybrid Monte CarloDiffusion processMathematical analysis
- Has abstract in OpenAlex
- no