• Title of article

    A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models

  • Author/Authors

    Carl Chiarella، نويسنده , , Les Clewlow، نويسنده , , Silvana Musti، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    12
  • From page
    325
  • To page
    336
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2005
  • Journal title
    European Journal of Operational Research
  • Record number

    215245

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215245