On the Malliavin approach to Monte Carlo approximation of conditional expectations

Bruno Bouchard, Ivar Ekeland, Nizar Touzi. On the Malliavin approach to Monte Carlo approximation of conditional expectations. Finance and Stochastics, 8(1):45-71, 2004. [doi]

Authors

Bruno Bouchard

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Ivar Ekeland

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Nizar Touzi

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