diff options
| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-04-28 18:11:48 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-04-28 18:11:48 -0400 |
| commit | 3048fe3b129f1e6ec75a119a9d1865e566c1fe61 (patch) | |
| tree | d7b215950b6d1332eb7cd962b2933f83ac83ed63 /doc/rapport.bib | |
| parent | 92881bbd585901a207b6fd97b64b61a0b0b396d2 (diff) | |
| download | projet_C++-3048fe3b129f1e6ec75a119a9d1865e566c1fe61.tar.gz | |
fixes
Diffstat (limited to 'doc/rapport.bib')
| -rw-r--r-- | doc/rapport.bib | 20 |
1 files changed, 18 insertions, 2 deletions
diff --git a/doc/rapport.bib b/doc/rapport.bib index 029824a..dcf8c32 100644 --- a/doc/rapport.bib +++ b/doc/rapport.bib @@ -1,7 +1,7 @@ @article{tuffin2004randomization, title={Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation}, author={Tuffin, Bruno}, - journal={Monte Carlo Methods and Applications mcma}, + journal={{Monte Carlo Methods and Applications}}, volume={10}, number={3-4}, pages={617--628}, @@ -44,7 +44,7 @@ publisher = {ACM}, address = {New York, NY, USA}, keywords = {Monte Carlo, antithetic variates, low discrepancy sequences, product-form networks, variance reduction}, -} +} @article{glasserman1999asymptotically, title={Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options}, @@ -57,3 +57,19 @@ publisher={Wiley Online Library} } +@software{nlopt, + author = {{Steven G. Johnson}}, + title = {The {NLopt} nonlinear-optimization package}, + url = {http://ab-initio.mit.edu/nlopt}, + version = {2.4.2}, + date = {2014-05-20}, +} + +@book{GSL, + author = {Gough, Brian}, + title = {{GNU} Scientific Library Reference Manual}, + year = {2009}, + isbn = {0954612078, 9780954612078}, + edition = {3}, + publisher = {Network Theory Ltd.}, +}
\ No newline at end of file |