1999
Applications of Malliavin calculus to Monte Carlo methods in finance
Eric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi
Finance and Stochastics OATop-listed
569
cites
Researcher
PhD Mathematics, University Paris Dauphine 1994 Habilitation à diriger les Recherches in Mathematics, University Paris Dauphine 1994
Affiliation on publications · Financial Research (Hungary)
Eric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi
Finance and Stochastics OATop-listed
Bruno Bouchard, Nizar Touzi
Stochastic Processes and their Applications OATop-listed
Halil Mete Soner, Nizar Touzi, Jianfeng Zhang
Probability Theory and Related Fields OATop-listed