Recent advances in simulation for security pricing
WSC '95 Proceedings of the 27th conference on Winter simulation
Options pricing: using simulation for option pricing
Proceedings of the 32nd conference on Winter simulation
A Dynamic Programming Procedure for Pricing American-Style Asian Options
Management Science
50th ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
Management Science
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Recent advances in simulation for security pricing (1995)
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance
SIAM Journal on Scientific Computing
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