A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps

Author： Chiarella Carl   Sklibosios Christina Nikitopoulos   Schlögl Erik  

Publisher： Routledge Ltd

ISSN： 1466-4313

Source： Applied Mathematical Finance, Vol.14, Iss.5, 2007-12, pp. : 365-399

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