求助英文文献

求助几篇英文文献。
G. E. Andrews and D. M. Bressoud, Identities in combinatorics III:
Further aspects of ordered set sorting, 1984, 3): 223-236.
http://www.sciencedirect.com/science/article/pii/0012365X84901596

C. Bessenrodt, A combinatorial proof of a refinement of the
Andrews-Olsson partition identity, 1991, 271-276.
http://www.sciencedirect.com/science/journal/01956698

Andrews, G. E. (1981)
Ramanujan's “Lost” Notebook. I. Partial θ-functions，Adv. Math. 41(2),137-172；
Ramanujan's “Lost” Notebook. II. θ-function expansions, Adv. Math. 41(2), 173–185.
Ramunujan's “Lost” Notebook III. The Rogers-Ramanujan continued fraction，Adv. Math. 41(2), 186-208.
http://www.sciencedirect.com/science/journal/00018708/41/2
Ira Gessel and G. Viennot, Binomial determinants, paths, and hook length formulae, Adv. Math., Volume 58, Issue 3, December 1985, Pages 300-321
http://www.sciencedirect.com/science/article/pii/0001870885901215

Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options
Leif Andersen and Mark Broadie
Management Science
Vol. 50, No. 9 (Sep., 2004), pp. 1222-1234
(article consists of 13 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/30046229

Convergence of the Least Squares Monte Carlo Approach to American Option Valuation
Lars Stentoft
Management Science
Vol. 50, No. 9 (Sep., 2004), pp. 1193-1203
(article consists of 11 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/30046227

Path-Dependent Options: Extending the Monte Carlo Simulation Approach
Dwight Grant, Gautam Vora and David Weeks
Management Science
Vol. 43, No. 11 (Nov., 1997), pp. 1589-1602
(article consists of 14 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2634590

Quasi-Monte Carlo Methods in Numerical Finance
Corwin Joy, Phelim P. Boyle and Ken Seng Tan
Management Science
Vol. 42, No. 6 (Jun., 1996), pp. 926-938
(article consists of 13 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2634604

Numerical Valuation of High Dimensional Multivariate European Securities
Jérôme Barraquand
Management Science
Vol. 41, No. 12 (Dec., 1995), pp. 1882-1891
(article consists of 10 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2633077

Pricing a Class of American and European Path Dependent Securities
Jimmy E. Hilliard, James B. Kau, Donald C. Keenan and Walter J. Muller III
Management Science
Vol. 41, No. 12 (Dec., 1995), pp. 1892-1899
(article consists of 8 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2633078
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JSTOR数据库

Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options

Convergence of the Least Squares Monte Carlo Approach to American Option Valuation

Path-Dependent Options: Extending the Monte Carlo Simulation Approach

Quasi-Monte Carlo Methods in Numerical Finance.pdf

Numerical Valuation of High Dimensional Multivariate European Securities
Pricing a Class of American and European Path Dependent Securities.pdf