]> git.donarmstrong.com Git - org-ref.git/blobdiff - test.bib
add entries
[org-ref.git] / test.bib
index 7344a2eb2e1503c19722e1dc01951a572b5a0db0..3f4bc79fb84ff80ab8a4f865dd419785a05bd459 100644 (file)
--- a/test.bib
+++ b/test.bib
@@ -79,3 +79,28 @@ archivePrefix = "arXiv",
        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",
+}