@第{zbMATH07054542条，作者={Zeng，Ailing and Xue，Jungong}，Title={路径依赖障碍利率衍生品的多级{Monte}{Carlo}方法}，FJournal={SIAM金融数学杂志}，期刊={SIAM J.Financ.Math.}，ISSN={1945-497X}，体积={10}，数字={1}，页码={214--242}，年份={2019}，语言={英语}，DOI={10.1137/17M1149171}，关键词={91G60,91G20,91G30,65C05,91-04}，zbMATH={7054542}，Zbl={1411.91629}}