@book{UBHD-66928202,
  author={Neddermeyer, Jan Christoph},
  title={Importance sampling-based Monte Carlo Methods with applications to quantitative finance},
  year={2010},
  pages={Online-Ressource},
  language={eng and ger},
  school={Heidelberg, Univ., Diss., 2010},
  keywords={Monte-Carlo-Simulation / Finanzmathematik},
  url={http://archiv.ub.uni-heidelberg.de/volltextserver/volltexte/2010/10887},
  library={UB},
}
@book{UBHD-66930973,
  author={Neddermeyer, Jan Christoph},
  title={Importance sampling-based Monte Carlo Methods with applications to quantitative finance},
  year={2010},
  pages={III, 172 S.},
  language={eng and ger},
  note={Zsfassung in dt. Sprache},
  school={Heidelberg, Univ., Diss., 2010},
  keywords={Monte-Carlo-Simulation / Finanzmathematik},
  library={UB [Signatur: 2010 U 851] ; MA [Signatur: Diss. Nedde]},
}
@article{UBHD-68966115,
  author={Neddermeyer, Jan Christoph},
  title={Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling},
  year={2011},
  pages={1361-1379},
  language={eng},
  issn={1563-5163},
  volume={81},
  number={11},
  note={Gesehen am 21.09.2022},
  journal={The journal of statistical computation and simulation},
  doi={10.1080/00949655.2010.485315},
}
@article{UBHD-68966118,
  author={Neddermeyer, Jan Christoph},
  title={Non-parametric partial importance sampling for financial derivative pricing},
  year={2011},
  pages={1193-1206},
  language={eng},
  issn={1469-7696},
  volume={11},
  number={8},
  note={First published online: 11 May 2010 ; Gesehen am 15.09.2022},
  journal={Quantitative finance},
  doi={10.1080/14697680903496485},
}