Fast Monte Carlo valuation of barrier options for jump diffusion processes. - Steve A. K. Metwally; Amir F. Atiya (CIFEr, 2003)

Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes. - Amir F. Atiya; Steve A. K. Metwally (SIAM J. Sci. Comput., 2005)