Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance. - Olena Tsviliuk; Roderick V. N. Melnik; Di Zhang (EvoApplications (2), 2010)

Complex systems in finance: Monte Carlo evaluation of first passage time density functions. - Olena Tsviliuk; Di Zhang; Roderick V. N. Melnik (ICCS, 2010)