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"Applications of Malliavin calculus to Monte Carlo methods in finance."
Eric Fournié et al. (1999)
- Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi:
Applications of Malliavin calculus to Monte Carlo methods in finance. Finance Stochastics 3(4): 391-412 (1999)
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