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On the use and improvement of Hull and White's control variate technique.

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Bibliographic Details
Title: On the use and improvement of Hull and White's control variate technique.
Authors: Chung, San-Lin1 (AUTHOR) chungs@management.ntu.edu.tw, Shackleton, Mark B.2 (AUTHOR)
Source: Applied Financial Economics. Nov2005, Vol. 15 Issue 16, p1171-1179. 9p. 5 Charts, 2 Graphs.
Database: Business Source Ultimate
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ISSN:09603107
DOI:10.1080/09603100500359195