BibTeX record journals/siamsc/KampenKS08

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@article{DBLP:journals/siamsc/KampenKS08,
  author       = {J{\"{o}}rg Kampen and
                  Anastasia Kolodko and
                  John Schoenmakers},
  title        = {Monte Carlo Greeks for Financial Products via Approximative Transition
                  Densities},
  journal      = {{SIAM} J. Sci. Comput.},
  volume       = {31},
  number       = {1},
  pages        = {1--22},
  year         = {2008},
  url          = {https://doi.org/10.1137/070682198},
  doi          = {10.1137/070682198},
  timestamp    = {Thu, 30 Jul 2020 14:28:59 +0200},
  biburl       = {https://dblp.org/rec/journals/siamsc/KampenKS08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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