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]
@inproceedings{ZhaoZV06,
title = {A new efficient simulation strategy for pricing path-dependent options},
author = {Gang Zhao and Yakun Zhou and Pirooz Vakili},
year = {2006},
doi = {10.1145/1218112.1218244},
url = {http://doi.acm.org/10.1145/1218112.1218244},
researchr = {https://researchr.org/publication/ZhaoZV06},
cites = {0},
citedby = {0},
pages = {703-710},
booktitle = {Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006},
editor = {L. Felipe Perrone and Barry Lawson and Jason Liu and Frederick P. Wieland},
publisher = {WSC},
isbn = {1-4244-0501-7},
}