2005 | ||
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1 | EE | Carl Chiarella, Les Clewlow, Silvana Musti: A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. European Journal of Operational Research 161(2): 325-336 (2005) |
1 | Carl Chiarella | [1] |
2 | Silvana Musti | [1] |