author = { Glasserman, Paul AND Heidelberger, Philip AND Shahabuddin, Perwez },

title = { Importance sampling in the Health-Jarrow-Morton framework },

publisher = {IBM},

year = {1999},

booktitle = {Research report ; RC / International Business Machines Corporation, Thomas J. Watson Research Center ; 21367},

address = { Almaden [u.a.] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }