Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions. Applications of Malliavin calculus to Monte-Carlo methods in finance. II. Finance and Stochastics, 5(2):201-236, 2001. [doi]
@article{FournieLLL01,
title = {Applications of Malliavin calculus to Monte-Carlo methods in finance. II},
author = {Eric Fournié and Jean-Michel Lasry and Jérôme Lebuchoux and Pierre-Louis Lions},
year = {2001},
doi = {10.1007/PL00013529},
url = {http://dx.doi.org/10.1007/PL00013529},
researchr = {https://researchr.org/publication/FournieLLL01},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {5},
number = {2},
pages = {201-236},
}