%0 Journal Article %1 Davis2006 %A Davis, Mark H. A. %A Johansson, Martin P. %D 2006 %J Stochastic Processes and their Applications %K Jump process %N 1 %P 101--129 %T Malliavin Monte Carlo Greeks for jump diffusions %U http://www.sciencedirect.com/science/article/B6V1B-4H2PHWB-1/1/03553cde951a9361e0b645c258c4d92c %V 116

@article{Davis2006, added-at = {2008-04-22T14:25:45.000+0200}, author = {Davis, Mark H. A. and Johansson, Martin P.}, biburl = {https://www.bibsonomy.org/bibtex/2980509c857a0949c639129a4e60056d4/smicha}, description = {Stochastic Processes and their Applications}, interhash = {b1f9ce80fdff77e01912b9f433bd101b}, intrahash = {980509c857a0949c639129a4e60056d4}, journal = {Stochastic Processes and their Applications}, keywords = {Jump process}, month = Jan, number = 1, pages = {101--129}, timestamp = {2008-04-22T14:30:11.000+0200}, title = {Malliavin Monte Carlo Greeks for jump diffusions}, url = {http://www.sciencedirect.com/science/article/B6V1B-4H2PHWB-1/1/03553cde951a9361e0b645c258c4d92c}, volume = 116, year = 2006 }