Les Clewlow

According to our database, Les Clewlow authored at least 1 paper in 2005.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2005

A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models.

Carl Chiarella, Les Clewlow, Silvana Musti

Eur. J. Oper. Res., 2005