Gül Gürkan, Ayonca Özge, Stephen M. Robinson. Sample-Path Solution of Stochastic Variational Inequalities, with Applications to Option Pricing. In Winter Simulation Conference. pages 337-344, 1996. [doi]
@inproceedings{GurkanOR96,
title = {Sample-Path Solution of Stochastic Variational Inequalities, with Applications to Option Pricing},
author = {Gül Gürkan and Ayonca Özge and Stephen M. Robinson},
year = {1996},
doi = {10.1145/256562.256646},
url = {http://doi.acm.org/10.1145/256562.256646},
researchr = {https://researchr.org/publication/GurkanOR96},
cites = {0},
citedby = {0},
pages = {337-344},
booktitle = {Winter Simulation Conference},
}