New article: "Lower bounds for American option prices with control variates"

Academic collaborator Mark Reesor co-authors an article titled "Lower bounds for American option prices with control variates" for the journal Operations Research Letters.

Read the article: https://www.sciencedirect.com/science/article/abs/pii/S0167637723001608

Keywords: American options, Bias correction, Optimally sampled control variates, Monte Carlo simulation.