On the Use and Improvement of Hull and White's Control Variate Technique

Resource

Applied Financial Economics 15: 1171-1179

Journal

Applied Financial Economics 15

Pages

1171-1179

Date Issued

2005

Date

2005

Author(s)

Chung, S. L.

Shackleton, M.

URI

Type

journal article

File(s)

Name

22.pdf

Size

153.1 KB

Format

Adobe PDF

Checksum

(MD5):874b7226e3561f707c7bb9c46a4f4ec2