Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
Moez Mrad, Nizar Touzi, Amina ZeghalVolume:
27
Language:
english
Pages:
35
DOI:
10.1007/s10614-005-9005-3
Date:
June, 2006
File:
PDF, 383 KB
english, 2006