1
题目:Options: A Monte Carlo approach
作者:
Phelim P. Boyle
来源:Journal of Financial Economics
Volume 4, Issue 3, May 1977,Pages 323-338
2
题目:Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks作者: Steven B . Raymar Michael J . Zwecher
来源:
The Journal of Derivatives Fall 1997, Vol. 5, No. 1: pp. 7-23:
link :
http://www.iijournals.com/doi/pdfplus/10.3905/jod.1997.407986