On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bruno Bouchard; Ivar Ekeland; Nizar Touzi
| Year of publication: |
2004
|
|---|---|
| Authors: | Bouchard, Bruno ; Ekeland, Ivar ; Touzi, Nizar |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 1, p. 45-71
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Finanzierungstheorie | Financial management theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001910692