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
