@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}},
  volume={10},
  number={3-4},
  pages={617--628},
  year={2004}
}

@article{etore:hal-00192540,
  TITLE = {{Adaptive optimal allocation in stratified sampling methods}},
  AUTHOR = {Etore, Pierre and Jourdain, Benjamin},
  URL = {https://hal.archives-ouvertes.fr/hal-00192540},
  JOURNAL = {{Methodology and Computing in Applied Probability}},
  PUBLISHER = {{Springer Verlag}},
  VOLUME = {12},
  NUMBER = {3},
  PAGES = {335-360},
  YEAR = {2010},
  MONTH = Sep,
  DOI = {10.1007/s11009-008-9108-0},
  KEYWORDS = {adaptive Monte Carlo methods ; stratified sampling ; mathematical finance},
  PDF = {https://hal.archives-ouvertes.fr/hal-00192540/file/propopt.pdf},
  HAL_ID = {hal-00192540},
  HAL_VERSION = {v2},
}

@article{Tuffin:1997:VRA:268403.268419,
 author = {Tuffin, Bruno},
 title = {Variance Reduction Applied to Product Form Multiclass Queuing Networks},
 journal = {ACM Trans. Model. Comput. Simul.},
 issue_date = {Oct. 1997},
 volume = {7},
 number = {4},
 month = oct,
 year = {1997},
 issn = {1049-3301},
 pages = {478--500},
 numpages = {23},
 url = {http://doi.acm.org/10.1145/268403.268419},
 doi = {10.1145/268403.268419},
 acmid = {268419},
 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},
  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}
}

@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 = {0-9546120-7-8},
 edition = {3},
 publisher = {Network Theory Ltd.},
}