DBLP BibTeX Record 'journals/eor/ChiarellaCM05'

@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},
  volume    = {161},
  number    = {2},
  year      = {2005},
  pages     = {325-336},
  ee        = {http://dx.doi.org/10.1016/j.ejor.2003.08.045},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}