%0 Journal Article %1 Chen2007 %A Chen, Nan %A Glasserman, Paul %D 2007 %J Stochastic Processes and their Applications %K Carlo Monte simulation %N 11 %P 1689--1723 %T Malliavin Greeks without Malliavin calculus %U http://www.sciencedirect.com/science/article/B6V1B-4NWWWK6-2/1/01d688f30fb8cb8094354db2ad4b9495 %V 117

@article{Chen2007, added-at = {2008-04-22T14:25:45.000+0200}, author = {Chen, Nan and Glasserman, Paul}, biburl = {https://www.bibsonomy.org/bibtex/2dd38740f2f95363adfb14cd9f38dc2fe/smicha}, description = {Stochastic Processes and their Applications}, interhash = {26b9553f89613a39582c64fe22fe98c9}, intrahash = {dd38740f2f95363adfb14cd9f38dc2fe}, journal = {Stochastic Processes and their Applications}, keywords = {Carlo Monte simulation}, month = Nov, number = 11, pages = {1689--1723}, timestamp = {2008-04-22T14:29:55.000+0200}, title = {Malliavin Greeks without Malliavin calculus}, url = {http://www.sciencedirect.com/science/article/B6V1B-4NWWWK6-2/1/01d688f30fb8cb8094354db2ad4b9495}, volume = 117, year = 2007 }