Replicating Portfolio Control Variates

Research output: Contribution to JournalArticleProfessional

LanguageEnglish
JournalDe Actuaris
VolumeMarch
Issue number20-4
Publication statusPublished - 2013

Cite this

@article{78290fbbb7ac4198b1bcbe4c37e47108,
title = "Replicating Portfolio Control Variates",
author = "{van Haastrecht}, A.",
year = "2013",
language = "English",
volume = "March",
journal = "De Actuaris",
issn = "0929-4562",
number = "20-4",

}

Replicating Portfolio Control Variates. / van Haastrecht, A.

In: De Actuaris, Vol. March, No. 20-4, 2013.

Research output: Contribution to JournalArticleProfessional

TY - JOUR

T1 - Replicating Portfolio Control Variates

AU - van Haastrecht, A.

PY - 2013

Y1 - 2013

M3 - Article

VL - March

JO - De Actuaris

T2 - De Actuaris

JF - De Actuaris

SN - 0929-4562

IS - 20-4

ER -