Integration by parts formula for locally smooth laws and applications to sensitivity computations.

• Autores: Vlad Bally , Marie-Pierre Bavouzet, Marouen Messaoud
• Localización: Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 17, Nº. 1, 2007, págs. 33-66
• Idioma: inglés
• DOI: 10.1214/105051606000000592
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