Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
| Year of publication: |
2006
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|---|---|
| Authors: | Mrad, Moez ; Touzi, Nizar ; Zeghal, Amina |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 27.2006, 4, p. 497-532
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