A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (Q1887921)
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scientific article; zbMATH DE number 2117525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models |
scientific article; zbMATH DE number 2117525 |
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A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (English)
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22 November 2004
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