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Applications of Malliavin calculus to Monte Carlo methods in finance

✍ Scribed by Eric Fournié; Jean-Michel Lasry; Jérôme Lebuchoux; Pierre-Louis Lions; Nizar Touzi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Applications of Malliavin calculus to Mo

✍ Eric Fournié; Jean-Michel Lasry; Jérôme Lebuchoux; Pierre-Louis Lions 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 275 KB

Application of the Monte Carlo method to

✍ F. N. Yasinskii 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 341 KB

An application of Monte Carlo method to

✍ Takashi Yamamoto 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 497 KB

Some aspects of Monte Carlo method appli

✍ E.A. Gomin; L.V. Maiorov; M.S. Yudkevich 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 635 KB

Applications to risk theory of a Monte C

✍ Miguel A. Usábel 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 566 KB

Application of the monte carlo method in

✍ A.D. Frank-Kamenetskii 📂 Article 📅 1964 🏛 Elsevier Science ⚖ 364 KB