BibTeX record journals/informs/TongL16

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@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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