From d4c688774073c75d2085854627568343b4f959ab Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Thu, 21 Apr 2016 13:53:46 +0200
Subject: début maketable2
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---
 doc/rapport.bib | 12 ++++++++++++
 doc/rapport.tex |  1 +
 2 files changed, 13 insertions(+)

(limited to 'doc')

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}
+}
+
diff --git a/doc/rapport.tex b/doc/rapport.tex
index 08686c3..c771e1d 100644
--- a/doc/rapport.tex
+++ b/doc/rapport.tex
@@ -240,6 +240,7 @@ $\mathbb{R}$ en $I=100$ strates suivant les quantiles au $1/100^{\textrm{ème}}$
 technique utile dans ce cas car on ne connait pas la suite des $\sigma_i = \mathrm{Var}(f_{\mu}(X)|u'X\in [y_{i-1},y_i])$.
 
 
+
 \printbibliography
 
 \end{document}
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