//-->
Stochastic differential equations : an introduction with applications
Øksendal, Bernt K., (2000)
Advanced financial modelling : [international workshop]
Albrecher, Hansjörg, (2009)
Two essays on incomplete markets
Esche, Felix, (2004)
The Oxford Handbook of Nonlinear Filtering
Crisan, Dan,
On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights.
Touzi, Nizar, (2010)
On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights