1. Anagnou-Basioudis, I., Hodges, S.: Derivatives hedging and volatility errors. Warwick University Working Paper (2004)
2. Broadie M., Glasserman P., Kou SG.: Extension of the corrected barrier approximation. Financ Stoch 7, 231–243 (2003)
3. Brown, B., Lovato, J., Russell, K.: Cdflib - c++ - library (2004). http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html
4. Fusai G., Recchioni C.: Analysis of quadrature methods for pricing discrete barrier options. J Econ Dyn Control 3, 826–860 (2007)
5. Nishimura, T., Matsumoto, M.: Mersenne-twister random number generator (2004). http://www.math.sci.hiroshima-u.ac.jp/~m-mat/eindex.html