Vlad Bally, Lucia Caramellino, Antonino Zanette. Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Monte Carlo Meth. and Appl., 11(2):97-133, 2005. [doi]
@article{BallyCZ05,
title = {Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach},
author = {Vlad Bally and Lucia Caramellino and Antonino Zanette},
year = {2005},
doi = {10.1515/156939605777585944},
url = {http://dx.doi.org/10.1515/156939605777585944},
researchr = {https://researchr.org/publication/BallyCZ05},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {11},
number = {2},
pages = {97-133},
}