✦ LIBER ✦

On the Malliavin approach to Monte Carlo approximation of conditional expectations

✍ Scribed by Bruno Bouchard; Ivar Ekeland; Nizar Touzi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient Monte Carlo algorithms for eva

✍ G.A. Mikhailov 📂 Article 📅 1977 🏛 Elsevier Science ⚖ 256 KB

Monte-Carlo approach to the dynamical co

✍ Y. Kakehashi 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 131 KB

Monte Carlo Approach to Modeling of Boun

✍ Chen, Nan Guang; Bai, Jing 📂 Article 📅 1998 🏛 The American Physical Society 🌐 English ⚖ 154 KB

Monte Carlo techniques to estimate the c

✍ HANDSCHIN, J. E.; MAYNE, D. Q. 📂 Article 📅 1969 🏛 Taylor and Francis Group 🌐 English ⚖ 476 KB

A Quasi Monte Carlo Approach to Piecewis

✍ Ding, Jiu; Mao, Dong; Zhou, Aihui 📂 Article 📅 2003 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 187 KB

On the optimization of approximate integ

✍ V. F. Babenko 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 261 KB