A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
| Year of publication: |
2007
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|---|---|
| Authors: | Chiarella, Carl ; Sklibosios, Christina Nikitopoulos ; Schlögl, Erik |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 5, p. 365-400
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