… We discuss very efficient control variate methods for option pricing … the pricing of three kind
of exotic options: fixed and floating strike lookback options, as well as barrier options under …

… Liu and Deng [27] noted that option prices under exponential Levy conditions can be … [28]
applied general control variable methods to option pricing problems under Levy conditions. …

… development in option pricing under exponential Lévy models … representations of options
prices, such as barrier options. By … option pricing formula and derive closed-form analytical …

… process. Section 3 investigates the Lévy density and asymptotic distribution of the VG process.
… integral representation for the option price, and compute the VG option price numerically. …

… in option pricing. The finite difference method is a widely used method in option pricing.
Combined with the results of Monte Carlo simulation, we can calculate the option values at …

… by the main parameters of the driving Hawkes process. Finally, by using Geometric Asian
options values as control variates, we show that Arithmetic Asian options prices can be …

… algorithms for Asian options pricing, provides examples, … approach with a martingale-based
control variate technique are presented in the supplementary material section. Our approach …

… option price under a hybrid geometric Brownian motion and prove that it converges to the
sparks-spread option price under … through the spark-spread option under the hybrid geometric …

… process and its implementation via exponential Lévy models. In section 3, we focus on the
symmetric NIG process: after establishing the pricing … price of the European and digital options…

… Then the changes of American option price are given when time … the option price fluctuates
greatly. Finally, the fuzzy stock model is extended to the generalized case, and the stock price …