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

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

On the use and improvement of Hull and White's control variate technique. / Chung, S L; Shackleton, M B.
In: Applied Financial Economics, Vol. 15, No. 16, 2005, p. 1171-1179.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Author

Chung, S L ; Shackleton, M B. / On the use and improvement of Hull and White's control variate technique. In: Applied Financial Economics. 2005 ; Vol. 15, No. 16. pp. 1171-1179.

Bibtex

@article{ff97579edbf54633a42984b01835a3c1,

title = "On the use and improvement of Hull and White's control variate technique",

author = "Chung, {S L} and Shackleton, {M B}",

year = "2005",

language = "English",

volume = "15",

pages = "1171--1179",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Routledge",

number = "16",

}

RIS

TY - JOUR

T1 - On the use and improvement of Hull and White's control variate technique

AU - Chung, S L

AU - Shackleton, M B

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 15

SP - 1171

EP - 1179

JO - Applied Financial Economics

JF - Applied Financial Economics

SN - 0960-3107

IS - 16

ER -

Research