Paul Glasserman, Jeremy Staum. Simulation in financial engineering: stopping simulated paths early. In Winter Simulation Conference. pages 318-324, 2001. [doi]
@inproceedings{GlassermanS01,
title = {Simulation in financial engineering: stopping simulated paths early},
author = {Paul Glasserman and Jeremy Staum},
year = {2001},
doi = {10.1145/564124.564169},
url = {http://doi.acm.org/10.1145/564124.564169},
researchr = {https://researchr.org/publication/GlassermanS01},
cites = {0},
citedby = {0},
pages = {318-324},
booktitle = {Winter Simulation Conference},
}