1
题目：Accuracy estimation for quasi-Monte Carlo simulations
source：Mathematics and Computers in Simulation, Volume 54, Issues 1-3, 30 November 2000, Pages 131-143
作者 William C. Snyder

2
题目：Monte Carlo methods for derivatives of options with discontinuous payoffs
来源'Computational Statistics & Data Analysis, Volume 51, Issue 7, 1 April 2007, Pages 3393-3417
作者; Jérôme Detemple, Marcel Rindisbacher

3

题目;'Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
来源：Computational Statistics & Data Analysis, Volume 48, Issue 4, 1 April 2005, Pages 685-701
作者：Wolfgang Jank

4
题目：Advanced Monte Carlo Methods for Barrier and Related Exotic Options
来源'Handbook of Numerical Analysis, Volume 15, 2009, Pages 497-528
作者 Emmanuel Gobet
5
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
Applied Mathematics and Computation, Volume 189, Issue 2, 15 June 2007, Pages 1099-1123
William Wei-Yuan Hsu, Yuh-Dauh Lyuu

6
Comparing stochastic volatility models through Monte Carlo simulations
Computational Statistics & Data Analysis, Volume 50, Issue 7, 1 April 2006, Pages 1678-1699
Davide Raggi, Silvano Bordignon

7
MLE of some continuous time financial models: Some Monte Carlo results
Mathematics and Computers in Simulation, Volume 33, Issues 5-6, April 1992, Pages 575-580
Y.K. Tse