On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bruno Bouchard; Ivar Ekeland; Nizar Touzi
- 期刊名称Finance and Stochastics
- 作者Bruno Bouchard; Ivar Ekeland; Nizar Touzi
- 卷第8卷
- 期第1期
- 印刷ISSN0949-2984
- 电子ISSN1432-1122
- 文件大小308.28KB
- 发表时间2004-01
- DOI10.1007/s00780-003-0109-0
- 页码45-71