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
Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC
ANSS '06 Proceedings of the 39th annual Symposium on Simulation
Approximating free exercise boundaries for American-style options using simulation and optimization
WSC '04 Proceedings of the 36th conference on Winter simulation
A new efficient simulation strategy for pricing path-dependent options
Proceedings of the 38th conference on Winter simulation
Applying model reference adaptive search to American-style option pricing
Proceedings of the 38th conference on Winter simulation
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Pricing American Asian options with higher moments in the underlying distribution
Journal of Computational and Applied Mathematics
Pricing algorithms for financial derivatives
Algorithms and theory of computation handbook
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