Akihiko Takahashi, Toshihiro Yamada. An Asymptotic Expansion with Push-Down of Malliavin Weights. SIAM J. Financial Math., 3(1):95-136, 2012. [doi]
@article{TakahashiY12,
title = {An Asymptotic Expansion with Push-Down of Malliavin Weights},
author = {Akihiko Takahashi and Toshihiro Yamada},
year = {2012},
doi = {10.1137/100807624},
url = {http://dx.doi.org/10.1137/100807624},
researchr = {https://researchr.org/publication/TakahashiY12},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {3},
number = {1},
pages = {95-136},
}