@article{PS_2007__11__40_0, author = {Fouque, Jean-Pierre and Han, Chuan-Hsiang}, title = {A martingale control variate method for option pricing with stochastic volatility}, journal = {ESAIM: Probability and Statistics}, pages = {40--54}, publisher = {EDP-Sciences}, volume = {11}, year = {2007}, doi = {10.1051/ps:2007005}, mrnumber = {2299646}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2007005/} }