To cite amsSim, use:

Gozzo R (2025). “Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing.” arXiv. arXiv:2510.23461v1, https://arxiv.org/html/2510.23461v1.

Corresponding BibTeX entry:

  @Article{,
    title = {Adaptive Multilevel Splitting: First Application to
      Rare-Event Derivative Pricing},
    author = {Riccardo Gozzo},
    year = {2025},
    journal = {arXiv},
    note = {arXiv:2510.23461v1},
    url = {https://arxiv.org/html/2510.23461v1},
  }