Journal of Mathematical Sciences: Advances and Applications[1] F. Black and M. Scholes, The pricing of options and corporate
liabilities, Journal of Political Economy 81(3) (1973), 637-654.
[2] John C. Hull, Options, Futures, and Other Derivatives, (Sixth
Edition), The People’s Posts and Telecommunications Press, Beijing,
2010.
[3] Haiming Song, Qi Zhang, Jingzhi Li and Hongyu Liu, Finite element
method for valuation of American lookback options, Mathematica
Numerica Sinica 38(3) (2016), 245-256.
[4] F. A. Longstaff and E. S. Schwartz, Valuing American options by
simulation: A simple least-squares approach, Review of Financial
Studies 14(1) (2001), 113-147.
DOI: https://doi.org/10.1093/rfs/14.1.113
[5] Cheng-Li Zheng, Comparison of three kinds of Monte Carlo methods
for American option pricing, Journal of System Simulation 18(10)
(2006), 2929-2935.
[6] J. A. Tilly, Valuing American options in a path simulation model,
Transactions of the Society of Actuaries 45 (1993), 55-67.
[7] M. Broadie and P. Glasserman, Pricing American-style securities
using simulation, Journal of Economics Dynamics and Control 21(8-9)
(1997), 1323-1352.
DOI: https://doi.org/10.1016/S0165-1889(97)00029-8
[8] Zhiyong Zheng, Financial Quantity Analysis Based on MATLAB
Programming, (Third Edition), Beihang University Press, Beijing,
2014.
[9] J. H. Halton, On the efficiency of certain quasi-random sequences
of points in evaluation multi-dimensional integrals, Numerische
Mathematik 2 (1960), 84-90.
DOI: https://doi.org/10.1007/BF01386213
[10] Fuyan Luo and Haiyun Xu, The applying of quasi-Monte Carlo
methods in financial computation, Application of Statistics and
Management 27(4) (2008), 605-610.
[11] V. Lakshmikantham, S. K. Sen and T. Samanta, Comparing random
number generators using Monte Carlo integration, International Journal
of Innovative Computing, Information and Control 1(2) (2005), 143-165.
