Browsing byAuthorClewlow, L
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
2012-01 | The evaluation of gas swing contracts with regime switching | Chiarella, C; Clewlow, L; Kang, B; Cummins, M; Murphy, F; Miller, JJH |
2016-02-01 | The evaluation of multiple year gas sales agreement with regime switching | Chiarella, C; Clewlow, L; Kang, B |
2005-03-01 | A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models | Chiarella, C; Clewlow, L; Musti, S |