On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights (2010)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2010.03.015
Publication URI: http://dx.doi.org/10.1016/j.spa.2010.03.015
Type: Journal Article/Review
Parent Publication: Stochastic Processes and their Applications
Issue: 7