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

Research output: Contribution to journalJournal article

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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 journalJournal article

Harvard

Chung, SL & Shackleton, MB 2005, 'On the use and improvement of Hull and White's control variate technique', Applied Financial Economics, vol. 15, no. 16, pp. 1171-1179.

APA

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

Vancouver

Chung SL, Shackleton MB. On the use and improvement of Hull and White's control variate technique. Applied Financial Economics. 2005;15(16):1171-1179.

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 -