Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
| Year of publication: |
2006
|
|---|---|
| Authors: | Mrad, Moez ; Touzi, Nizar ; Zeghal, Amina |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 27.2006, 4, p. 497-531
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Monte Carlo | Malliavin calculus | quantization | American options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701673