I've had some nomenclature problems with this. To solve them, I've recurred to the easiest solution: I've 'googled' for it...
I've found a very interesting page at riskglossary. It seems that the first time it was cited explicitely was in this paper:
Metropolis, Nicholas and Stanislaw Ulam (1949). The Monte Carlo method, Journal of the American Statistical Association, 44 (247), 335-341
So, following the criteria that the first one to use it has the right to name it, I'll use "Monte Carlo" from now on.