From 8e149d3157543add01560c9e5face7a75cbb8b18 Mon Sep 17 00:00:00 2001 From: John Kitchin Date: Thu, 9 Apr 2015 09:33:51 -0400 Subject: [PATCH] add entries --- test.bib | 25 +++++++++++++++++++++++++ 1 file changed, 25 insertions(+) diff --git a/test.bib b/test.bib index 7344a2e..3f4bc79 100644 --- 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", +} -- 2.39.2