Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi. Applications of Malliavin calculus to Monte Carlo methods in finance. Finance and Stochastics, 3(4):391-412, 1999. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Applications of Malliavin calculus to Monte-Carlo methods in finance. IIEric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions. fs, 5(2):201-236, 2001. [doi] On the Malliavin approach to Monte Carlo approximation of conditional expectationsBruno Bouchard, Ivar Ekeland, Nizar Touzi. fs, 8(1):45-71, 2004. [doi]
The following publications are possibly variants of this publication: