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]
@article{BouchardET04,
title = {On the Malliavin approach to Monte Carlo approximation of conditional expectations},
author = {Bruno Bouchard and Ivar Ekeland and Nizar Touzi},
year = {2004},
doi = {10.1007/s00780-003-0109-0},
url = {http://dx.doi.org/10.1007/s00780-003-0109-0},
researchr = {https://researchr.org/publication/BouchardET04},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {8},
number = {1},
pages = {45-71},
}