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   = {European Journal of Operational Research},
  year      = {2005},
  volume    = {161},
  number    = {2},
  pages     = {325--336},
  url       = {http://dx.doi.org/10.1016/j.ejor.2003.08.045},
  doi       = {10.1016/j.ejor.2003.08.045},
  timestamp = {Thu, 23 Oct 2014 02:42:36 +0200},
  biburl    = {http://dblp.uni-trier.de/rec/bib/journals/eor/ChiarellaCM05},
  bibsource = {dblp computer science bibliography, http://dblp.org}
}