On the Malliavin approach to Monte Carlo approximation of conditional expectations

Author: Bouchard Bruno  

Publisher: Springer Publishing Company

ISSN: 0949-2984

Source: Finance and Stochastics, Vol.8, Iss.1, 2004-01, pp. : 45-71

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract