![](/img/cover-not-exists.png)
Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options
Jerbi, Yacin, Kharrat, MohamedVolume:
84
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2013.827846
Date:
November, 2014
File:
PDF, 362 KB
english, 2014