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I've Googled for the paper and found this site but it's down (at the moment).

Note, this is not a quest for a free copy (or we wouldn't allow it :), the paper is also nowhere to find for a fee. A guy on Wilmott was also looking for it but it seems without success. It is cited in Paul Glasserman's book "Monte Carlo simulation methods in financial engineering".

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  • $\begingroup$ please edit the question explaining what do you need and citing the paper you're looking for. $\endgroup$
    – Quantopik
    Apr 28 '15 at 16:35
  • $\begingroup$ The link you found doesn't give much, at least not if I look in the Google Cache. $\endgroup$
    – Bob Jansen
    Apr 28 '15 at 18:10
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I haven't found the working paper, the SSRN page doesn't give any papers from before 1998 which happens to be the year of the Glasserman publication(?). However, this paper I found could be based on the working paper.

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