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diff --git a/doc/rapport.bib b/doc/rapport.bib index 3ff0dc5..029824a 100644 --- a/doc/rapport.bib +++ b/doc/rapport.bib @@ -45,3 +45,15 @@ 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}, + author={Glasserman, Paul and Heidelberger, Philip and Shahabuddin, Perwez}, + journal={Mathematical finance}, + volume={9}, + number={2}, + pages={117--152}, + year={1999}, + publisher={Wiley Online Library} +} + |