Felisa J. Vázquez-Abad, Daniel Dufresne. Accelerated Simulation for Pricing Asian Options. In Winter Simulation Conference. pages 1493-1500, 1998. [doi]
@inproceedings{Vazquez-AbadD98,
title = {Accelerated Simulation for Pricing Asian Options},
author = {Felisa J. Vázquez-Abad and Daniel Dufresne},
year = {1998},
url = {http://portal.acm.org/citation.cfm?id=293172.293516},
researchr = {https://researchr.org/publication/Vazquez-AbadD98},
cites = {0},
citedby = {0},
pages = {1493-1500},
booktitle = {Winter Simulation Conference},
}