BibTeX record journals/fs/GilesHM09

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@article{DBLP:journals/fs/GilesHM09,
  author       = {Michael B. Giles and
                  Desmond J. Higham and
                  Xuerong Mao},
  title        = {Analysing multi-level Monte Carlo for options with non-globally Lipschitz
                  payoff},
  journal      = {Finance Stochastics},
  volume       = {13},
  number       = {3},
  pages        = {403--413},
  year         = {2009},
  url          = {https://doi.org/10.1007/s00780-009-0092-1},
  doi          = {10.1007/S00780-009-0092-1},
  timestamp    = {Wed, 22 Jul 2020 22:00:15 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/GilesHM09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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