Samuel Ehrlichman, Shane G. Henderson. American options from MARS. In L. Felipe Perrone, Barry Lawson, Jason Liu, Frederick P. Wieland, editors, Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006. pages 719-726, WSC, 2006. [doi]
@inproceedings{EhrlichmanH06,
title = {American options from MARS},
author = {Samuel Ehrlichman and Shane G. Henderson},
year = {2006},
doi = {10.1145/1218112.1218246},
url = {http://doi.acm.org/10.1145/1218112.1218246},
researchr = {https://researchr.org/publication/EhrlichmanH06},
cites = {0},
citedby = {0},
pages = {719-726},
booktitle = {Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006},
editor = {L. Felipe Perrone and Barry Lawson and Jason Liu and Frederick P. Wieland},
publisher = {WSC},
isbn = {1-4244-0501-7},
}