Fournié, E., Lasry, J.-M., Lebuchoux, J., Lions, P.-L., & Touzi, N. (1999). Applications of Malliavin calculus to Monte Carlo methods in finance. Finance & Stochastics, 3(4), 391-412.
ISO-690 (author-date, English)FOURNIÉ, Eric, LASRY, Jean-Michel, LEBUCHOUX, Jérôme, LIONS, Pierre-Louis und TOUZI, Nizar, 1999. Applications of Malliavin calculus to Monte Carlo methods in finance. Finance & Stochastics. 1 Oktober 1999. Vol. 3, no. 4, p. 391-412.
Modern Language Association 9th editionFournié, E., J.-M. Lasry, J. Lebuchoux, P.-L. Lions, und N. Touzi. „Applications of Malliavin Calculus to Monte Carlo Methods in Finance.“. Finance & Stochastics, Bd. 3, Nr. 4, Oktober 1999, S. 391-12.
Mohr Siebeck - Recht (Deutsch - Österreich)Fournié, Eric/Lasry, Jean-Michel/Lebuchoux, Jérôme/Lions, Pierre-Louis/Touzi, Nizar: Applications of Malliavin calculus to Monte Carlo methods in finance., Finance & Stochastics 1999, 391-412.
Emerald - HarvardFournié, E., Lasry, J.-M., Lebuchoux, J., Lions, P.-L. und Touzi, N. (1999), „Applications of Malliavin calculus to Monte Carlo methods in finance.“, Finance & Stochastics, Vol. 3 No. 4, S. 391-412.