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Handbooks in Operations Research and Management Science

, , and . Volume 15, chapter Chapter 24 Large Deviation Techniques and Financial Applications, page 971--1000. Elsevier, (2007)

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Monte Carlo methods for security pricing, , and . Journal of Economic Dynamics and Control, 21 (8-9): 1267--1321 (Jun 29, 1997)Recent Advances in Simulation for Security Pricing., , and . WSC, page 212-219. IEEE Computer Society, (1995)Recent advances in simulation for security pricing (1995)., , and . WSC, page 9. WSC, (2007)Application of high-precision computing for pricing arithmetic asian options., and . ISSAC, page 39-46. ACM, (2006)Handbooks in Operations Research and Management Science, , and . Volume 15, chapter Chapter 24 Large Deviation Techniques and Financial Applications, page 971--1000. Elsevier, (2007)Applications of randomized low discrepancy sequences to the valuation of complex securities, and . Journal of Economic Dynamics and Control, 24 (11-12): 1747--1782 (October 2000)Options: A Monte Carlo approach. Journal of Financial Economics, 4 (3): 323--338 (May 1977)The impact of variance estimation in option valuation models, and . Journal of Financial Economics, 5 (3): 375--387 (December 1977)Discretely adjusted option hedges, and . Journal of Financial Economics, 8 (3): 259--282 (September 1980)Monitoring mortality : A state-space approach, and . Journal of Econometrics, 23 (1): 131--146 (September 1983)