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