Gang Zhao, Yakun Zhou, Pirooz Vakili. A new efficient simulation strategy for pricing path-dependent options. 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 703-710, WSC, 2006. [doi]
Abstract is missing.