On the Malliavin approach to Monte Carlo approximation of conditional expectations
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Publication:1887263
DOI10.1007/s00780-003-0109-0zbMath1051.60061OpenAlexW2568282999MaRDI QIDQ1887263
Nizar Touzi, Bruno Bouchard, Ivar Ekeland
Publication date: 24 November 2004
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-003-0109-0
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