scientific article; zbMATH DE number 1789173

zbMATH Open0991.60513arXivcond-mat/0111563MaRDI QIDQ4548765FDOQ4548765

Authors: Miquel Montero, Arturo Kohatsu-Higa 

Publication date: 26 August 2002

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

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

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

Cited In (1)

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

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