Applications of Malliavin calculus to Monte-Carlo methods in finance. II
Year of publication: |
2001
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Authors: | Fournié, Eric ; Lasry, Jean-Michel ; Lebuchoux, Jérôme ; Lions, Pierre-Louis |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 5.2001, 2, p. 201-236
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