Explain how the control variate technique is implemented when a tree is used to value American options.

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:21 PM

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Explain how the control variate technique is implemented when a tree is used to value American options.

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The control variate technique is implemented by 1 Valuing an American ...View the full answer

Options Futures and Other Derivatives

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