Applications of Malliavin calculus to Monte Carlo methods in finance Eric FourniéJean-Michel LasryNizar Touzi Pages: 391 - 412
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation Thomas S. KnudsenBernhard MeisterMihail Zervos Pages: 433 - 449
Invariant measures for the Musiela equation with deterministic diffusion term Tiziano Vargiolu Pages: 483 - 492