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Applications of Malliavin calculus to Monte Carlo methods in finance.

Eric FourniéJean-Michel LasryJérôme LebuchouxPierre-Louis LionsNizar Touzi
Published in: Finance Stochastics (1999)
Keyphrases
  • monte carlo methods
  • monte carlo
  • bayesian networks
  • simulated annealing
  • monte carlo method
  • machine learning
  • artificial neural networks