BibTeX record journals/eor/ChiarellaCM05

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@article{DBLP:journals/eor/ChiarellaCM05,
  author       = {Carl Chiarella and
                  Les Clewlow and
                  Silvana Musti},
  title        = {A volatility decomposition control variate technique for Monte Carlo
                  simulations of Heath Jarrow Morton models},
  journal      = {Eur. J. Oper. Res.},
  volume       = {161},
  number       = {2},
  pages        = {325--336},
  year         = {2005},
  url          = {https://doi.org/10.1016/j.ejor.2003.08.045},
  doi          = {10.1016/J.EJOR.2003.08.045},
  timestamp    = {Fri, 21 Feb 2020 13:20:01 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/ChiarellaCM05.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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