Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652)
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scientific article; zbMATH DE number 5073648
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| English | Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options |
scientific article; zbMATH DE number 5073648 |
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Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (English)
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17 November 2006
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Monte Carlo
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Malliavin calculus
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quantization
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American options
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