Global Optimization of Costly Nonconvex Functions, with Financial Applications. Hellstr̈om, T. & Holmstr̈om, K. Theory of Stochastic Processes, 7(23):121--141, 2001.
bibtex   
@article{ HellHol01,
  author = {Thomas Hellstr̈om and Kenneth Holmstr̈om},
  journal = {Theory of Stochastic Processes},
  number = {23},
  pages = {121--141},
  title = {Global Optimization of Costly Nonconvex Functions, with Financial Applications},
  volume = {7},
  year = {2001}
}
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