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On the use and improvement of Hull and White's control variate technique

Chung, S L and Shackleton, M B (2005) On the use and improvement of Hull and White's control variate technique. Applied Financial Economics, 15 (16). pp. 1171-1179. ISSN 0960-3107

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Item Type: Article
Journal or Publication Title: Applied Financial Economics
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 44423
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:15
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 19:02
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/44423

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