Applications of Malliavin calculus to Monte Carlo methods in finance. - Eric Fournié; Jean-Michel Lasry; Jérôme Lebuchoux; Pierre-Louis Lions; Nizar Touzi (Finance Stochastics, 1999)

Applications of Malliavin calculus to Monte-Carlo methods in finance. II. - Eric Fournié; Jean-Michel Lasry; Jérôme Lebuchoux; Pierre-Louis Lions (Finance Stochastics, 2001)