adsurl = {http://adsabs.harvard.edu/abs/2015arXiv150301742H},
adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}
+
+
+
+
+@article{Brennan1,
+ Author = {Michael J. Brennan and Eduardo S. Schwartz},
+ Journal = {Journal of Financial and Quantitative Analysis},
+ Pages = {461--474},
+ Title = {Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: {A} Synthesis},
+ Volume = {13},
+ Year = {1978}}
+
+
+@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",
+}