Applications of Malliavin calculus to Monte Carlo methods in finance

• 1 August 1999
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 3  (4) , 391-412
• https://doi.org/10.1007/s007800050068

Abstract

Keywords

• HEDGE RATIOS AND GREEKS
• MALLIAVIN CALCULUS
• MONTE CARLO METHODS