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A Dynamic Programming Procedure for Pricing American-Style Asian Options
Ben-Ameur, Hatem, (2002)
Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators
Ecuyer, Pierre L', (1995)
Stochastic Optimization by Simulation: Convergence Proofs for the GI-G-1 Queue in Steady-state
Ecuyer, Pierre L', (1994)