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BibTeX record journals/informs/TongL16
@article{DBLP:journals/informs/TongL16, author = {Shaolong Tong and Guangwu Liu}, title = {Importance Sampling for Option Greeks with Discontinuous Payoffs}, journal = {{INFORMS} J. Comput.}, volume = {28}, number = {2}, pages = {223--235}, year = {2016}, url = {https://doi.org/10.1287/ijoc.2015.0674}, doi = {10.1287/IJOC.2015.0674}, timestamp = {Sun, 15 Mar 2020 19:45:18 +0100}, biburl = {https://dblp.org/rec/journals/informs/TongL16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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