Publié le : 2004-07-05
Classification:
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00101982,
author = {Bouchard, B. and Ekeland, I. and Touzi, N.},
title = {On the Malliavin approach to Monte Carlo approximation of conditional expectations},
journal = {HAL},
volume = {2004},
number = {0},
year = {2004},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00101982}
}
Bouchard, B.; Ekeland, I.; Touzi, N. On the Malliavin approach to Monte Carlo approximation of conditional expectations. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00101982/