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Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
Mrad, Moez
;
Touzi, Nizar
;
Zeghal, Amina
- In:
Computational economics
27
(
2006
)
4
,
pp. 497-532
Persistent link: https://www.econbiz.de/10007267715
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