add entries
authorJohn Kitchin <jkitchin@andrew.cmu.edu>
Thu, 9 Apr 2015 13:33:51 +0000 (09:33 -0400)
committerJohn Kitchin <jkitchin@andrew.cmu.edu>
Thu, 9 Apr 2015 13:33:51 +0000 (09:33 -0400)
test.bib

index 7344a2e..3f4bc79 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",
+}