Les Clewlow

Publication Activity (10 Years)

Years Active: 2005-2005
Publications (10 Years): 0

Publications

Carl Chiarella, Les Clewlow, Silvana Musti
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. Eur. J. Oper. Res. 161 (2) (2005)