X-Git-Url: https://git.donarmstrong.com/?p=org-ref.git;a=blobdiff_plain;f=test.bib;h=3f4bc79fb84ff80ab8a4f865dd419785a05bd459;hp=5beb8d68c5966140b54990d0d74dd3280703ac13;hb=5fd24766b03067bb2240435c7ba1b36237e1495c;hpb=dbcde4944ae0a1b4ca977b9b8eb41a1cb56267c3

diff --git a/test.bib b/test.bib
index 5beb8d6..3f4bc79 100644
--- a/test.bib
+++ b/test.bib
@@ -68,3 +68,39 @@ archivePrefix = "arXiv",
    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",
+}