• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This research centreBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Discover

AuthorFournié, Eric (2)Lasry, Jean-Michel (2)Lebuchoux, Jérôme (2)
Lions, Pierre-Louis (2)
Touzi, Nizar (1)Subject
Malliavin calculus (2)
Monte Carlo methods (2)anticipative Girsanov transform (1)conditional expectations (1)functional dependence (1)hedge ratios and Greeks (1)hedge ratios and greeks (1)PDE (1)... Plus d'optionsDate Issued2001 (1)1999 (1)Type de documentArticle accepté pour publication ou publié (2)

Search

Show Advanced FiltersHide Advanced Filters

Filters

Use filters to refine the search results.

Now showing items 1-2 of 2

  • Sort Options:
  • Relevance
  • Title Asc
  • Title Desc
  • Issue Date Asc
  • Issue Date Desc
  • Results Per Page:
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
Thumbnail

Applications of Malliavin calculus to Monte-Carlo methods in finance. II 

Lions, Pierre-Louis; Lebuchoux, Jérôme; Lasry, Jean-Michel; Fournié, Eric (2001) Article accepté pour publication ou publié
Thumbnail

Applications of Malliavin calculus to Monte Carlo methods in finance 

Fournié, Eric; Lasry, Jean-Michel; Lebuchoux, Jérôme; Lions, Pierre-Louis; Touzi, Nizar (1999) Article accepté pour publication ou publié

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.