- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME
Year of publication: |
1998-01
|
---|---|
Authors: | Fiorentini, Gabriele ; Iorio, Francesca Di ; Calzolari, Giorgio |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | Efficient Monte Carlo | Variance reduction technique | control variates |
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