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References
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*{{cite journal|last1=Boyle |first1=Phelim P. |url=http://ideas.repec.org/a/eee/jfinec/v4y1977i3p323-338.html |access-date=June 28, 2012 |title=Options: A Monte Carlo Approach |journal=Journal of Financial Economics |volume=4 |number=3 |year=1977 |pages=323–338 |doi=10.1016/0304-405x(77)90005-8|url-access=subscription }} |
*{{cite journal|last1=Boyle |first1=Phelim P. |url=http://ideas.repec.org/a/eee/jfinec/v4y1977i3p323-338.html |access-date=June 28, 2012 |title=Options: A Monte Carlo Approach |journal=Journal of Financial Economics |volume=4 |number=3 |year=1977 |pages=323–338 |doi=10.1016/0304-405x(77)90005-8|url-access=subscription }} |
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*{{cite journal|last1=Broadie |first1=M. |first2=P. |last2=Glasserman |url=http://www.columbia.edu/~mnb2/broadie/Assets/bg_ms_1996.pdf |access-date=June 28, 2012 |title=Estimating Security Price Derivatives Using Simulation |journal=Management Science |volume=42 |issue=2 |year=1996 |pages=269–285 |doi=10.1287/mnsc.42.2.269|citeseerx=10.1.1.196.1128 }} |
*{{cite journal|last1=Broadie |first1=M. |first2=P. |last2=Glasserman |url=http://www.columbia.edu/~mnb2/broadie/Assets/bg_ms_1996.pdf |access-date=June 28, 2012 |title=Estimating Security Price Derivatives Using Simulation |journal=Management Science |volume=42 |issue=2 |year=1996 |pages=269–285 |doi=10.1287/mnsc.42.2.269|citeseerx=10.1.1.196.1128 }} |
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*{{cite journal|last1=Longstaff |first1=F.A. |first2=E.S. |last2=Schwartz |url=http://repositories.cdlib.org/anderson/fin/1-01/ |access-date=June 28, 2012 |title=Valuing American options by simulation: a simple least squares approach |journal=Review of Financial Studies |volume=14 |year=2001 |pages=113–148 |doi=10.1093/rfs/14.1.113|citeseerx=10.1.1.155.3462 }} |
*{{cite journal|last1=Longstaff |first1=Francis A. |first2=Eduardo S. |last2=Schwartz |url=http://repositories.cdlib.org/anderson/fin/1-01/ |access-date=June 28, 2012 |title=Valuing American options by simulation: a simple least squares approach |journal=Review of Financial Studies |volume=14 |year=2001 |pages=113–148 |doi=10.1093/rfs/14.1.113|citeseerx=10.1.1.155.3462 }} |
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'''Bibliography''' |
'''Bibliography''' |
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