scientific article; zbMATH DE number 1789173

zbMath0991.60513arXivcond-mat/0111563MaRDI QIDQ4548765

Miquel Montero, Arturo Kohatsu-Higa

Publication date: 26 August 2002

Full work available at URL: https://arxiv.org/abs/cond-mat/0111563

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach

This page was built for publication: