Martin B. Haugh. New simulation methodology for finance: duality theory and simulation in financial engineering. In Stephen E. Chick, Paul J. Sanchez, David M. Ferrin, Douglas J. Morrice, editors, Proceedings of the 35th Winter Simulation Conference: Driving Innovation, New Orleans, Louisiana, USA, December 7-10, 2003. pages 327-334, ACM, 2003. [doi]
Abstract is missing.