BibTeX record conf/wsc/Capriotti08

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@inproceedings{DBLP:conf/wsc/Capriotti08,
  author    = {Luca Capriotti},
  editor    = {Scott J. Mason and
               Raymond R. Hill and
               Lars M{\"{o}}nch and
               Oliver Rose and
               Thomas Jefferson and
               John W. Fowler},
  title     = {Reducing the variance of likelihood ratio greeks in Monte Carlo},
  booktitle = {Proceedings of the 2008 Winter Simulation Conference, Global Gateway
               to Discovery, {WSC} 2008, InterContinental Hotel, Miami, Florida,
               USA, December 7-10, 2008},
  pages     = {587--593},
  publisher = {{WSC}},
  year      = {2008},
  url       = {https://doi.org/10.1109/WSC.2008.4736117},
  doi       = {10.1109/WSC.2008.4736117},
  timestamp = {Thu, 10 Jun 2021 22:21:13 +0200},
  biburl    = {https://dblp.org/rec/conf/wsc/Capriotti08.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
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