An integration by parts type formula for stopping times and its application (Q1707041): Difference between revisions

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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+On the theory of option pricing
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+Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options
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+The Valuation of American Options on Multiple Assets
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+Randomization and the American Put
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Computation of Greeks for barrier and look-back options using Malliavin calculus
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+Variational inequalities and the pricing of American options
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+Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model
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+The Malliavin Calculus and Related Topics
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+On the differentiation of heat semigroups and poisson integrals
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