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

Eric Fournié et al. (2001)

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DOI: 10.1007/PL00013529

access: closed

type: Journal Article

metadata version: 2020-07-22

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Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions:
Applications of Malliavin calculus to Monte-Carlo methods in finance. II. Finance Stochastics 5(2): 201-236 (2001)

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