%0 Journal Article %1 Montero2003 %A Montero, Miquel %A Kohatsu-Higa, Arturo %D 2003 %J Physica A: Statistical Mechanics and its Applications %K Calculus Malliavin %P 548--570 %T Malliavin Calculus applied to finance %U http://www.sciencedirect.com/science/article/B6TVG-472BBP2-5/1/f58ae575badde0f8e204d2f5ae2cfc63 %V 320

@article{Montero2003, added-at = {2008-04-22T10:36:30.000+0200}, author = {Montero, Miquel and Kohatsu-Higa, Arturo}, biburl = {https://www.bibsonomy.org/bibtex/2b25d7ea5a108016eeeeb40be65cfc300/smicha}, day = 15, description = {Physica A}, interhash = {2100c24023a40ad47b1cddb6bad701b6}, intrahash = {b25d7ea5a108016eeeeb40be65cfc300}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Calculus Malliavin}, month = Mar, pages = {548--570}, timestamp = {2008-04-22T10:55:20.000+0200}, title = {Malliavin Calculus applied to finance}, url = {http://www.sciencedirect.com/science/article/B6TVG-472BBP2-5/1/f58ae575badde0f8e204d2f5ae2cfc63}, volume = 320, year = 2003 }