+
+
+@article{BoyleBroadieGlasserman:97,
+ author = {Phelim P. Boyle and Mark Broadie and Paul Glasserman},
+ journal = {Journal of Economic Dynamics and Control},
+ pages = {1267--1321},
+ title = {{Monte} {Carlo} Methods for Security Pricing},
+ volume = {21},
+ year = {1997}}
+
+@book{Glasserman:03,
+ address = {New York},
+ author = {Paul Glasserman},
+ publisher = {Springer},
+ title = {{Monte} {Carlo} Methods in Financial Engineering},
+ year = {2003}}
+
+
+@TechReport{ReinerRubinstein:91,
+ author = {Eric Reiner and Mark Rubinstein},
+ title = "Exotic Options",
+ institution = "U.C. Berkeley",
+ year = 1991,
+ type = "Working Paper",
+}