On the use and improvement of Hull and White's control variate technique
Year of publication: |
2005
|
---|---|
Authors: | Chung, San-Lin ; Shackleton, Mark B. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 15.2005, 16, p. 1171
|
Saved in:
Saved in favorites
Similar items by person
-
Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin, (2010)
-
Generalised Geske-Johnson interpolation of option prices
Chung, San-Lin, (2007)
-
On the use and improvement of Hull and White's control variate technique
Chung, San-Lin, (2005)
- More ...