@article{anefficientmontecarlomethodforutility,
  title = {Efficient approximations for utility-based pricing},
  author = {Laurence Carassus and Massinissa Ferhoune},
  year = {2021},
  eprint = {2105.08804},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2105.08804v3},
}