caa a22 4500 386308764 CHVBK 20180307111538.0 cr unu---uuuuu 161130e198809 xx s 000 0 eng 10.2307/2331065 doi S0022109000013090 pii (NATIONALLICENCE)cambridge-10.2307/2331065 The Use of the Control Variate Technique in Option Pricing [Elektronische Daten] This paper presents a generalized version of the lattice approach to pricing options. It shows how the control variate technique can produce significant improvements in the efficiency of the approach. The control variate technique is illustrated using American puts on dividend and nondividend paying stocks. Copyright © School of Business Administration, University of Washington 1988 Hull John White Alan Journal of Financial and Quantitative Analysis Cambridge University Press 23/3(1988-09), 237-251 0022-1090 23:3<237 1988 23 JFQ https://doi.org/10.2307/2331065 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2307/2331065 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Hull John NATIONALLICENCE 700 1- White Alan NATIONALLICENCE 773 0- Journal of Financial and Quantitative Analysis Cambridge University Press 23/3(1988-09), 237-251 0022-1090 23:3<237 1988 23 JFQ CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge