Representation formulas for Malliavin derivatives of diffusion processes. - Jérôme Detemple; René Garcia; Marcel Rindisbacher (Finance Stochastics, 2005)

Asymptotic Properties of Monte Carlo Estimators of Derivatives. - Jérôme Detemple; René Garcia; Marcel Rindisbacher (Manag. Sci., 2005)

Monte Carlo methods for derivatives of options with discontinuous payoffs. - Jérôme Detemple; Marcel Rindisbacher (Comput. Stat. Data Anal., 2007)

Vanishing Contagion Spreads. - Diogo Duarte; Rodolfo Prieto; Marcel Rindisbacher; Yuri F. Saporito (Manag. Sci., 2022)