Monte Carlo Greeks for Financial Products via Approximative Transition Densities. - Jörg Kampen; Anastasia Kolodko; John Schoenmakers (SIAM J. Sci. Comput., 2008)

Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks. - Jörg Kampen (SIAM J. Appl. Math., 2011)