The Use of the Control Variate Technique in Option Pricing
推广了期权定价的格子方法，展示了控制变量法如何显著提高该方法的效率，并用美式看跌期权（含与不含股息）加以说明。
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.