@inProceedings{Tian2003,
author = "Tianhai Tian and Kevin Burrage",
title = "Accuracy issues of Monte-Carlo methods for valuing American options",
journal = "ANZIAM J.",
volume = "44",
pages = "C739--C758",
year = 2003,
booktitle = "Proc. of 10th Computational Techniques and Applications Conference CTAC-2001",
editor = "K. Burrage and Roger B. Sidje",
month = apr,
note = "[Online] \protect \url {http://anziamj.austms.org.au/V44/CTAC2001/Tian} [April 1, 2003]",
keywords = "American options, Monte-Carlo methods, error sources, Euler method, trapezoidal method, variance reduction",
}