Les Clewlow

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2005

1 Carl Chiarella, Les Clewlow, Silvana Musti: A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. European Journal of Operational Research 161(2): 325-336 (2005)

	2005
1		Carl Chiarella, Les Clewlow, Silvana Musti: A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. European Journal of Operational Research 161(2): 325-336 (2005)

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