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"Applications of Malliavin calculus to Monte Carlo methods in finance."

Eric Fournié et al. (1999)

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DOI: 10.1007/S007800050068

access: closed

type: Journal Article

metadata version: 2020-07-22

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  dblp key:
  - journals/fs/FournieLLLT99
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  - https://dblp.org/rec/journals/fs/FournieLLLT99
Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi:
Applications of Malliavin calculus to Monte Carlo methods in finance. Finance Stochastics 3(4): 391-412 (1999)

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