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Cited by

• 2005A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS192 cited
• 2000Weak approximation of killed diffusion using Euler schemes188 cited
• 1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†153 cited
• 1999An Asymptotic Expansion Approach to Pricing Financial Contingent Claims141 cited
• 2010Densities for rough differential equations under Hörmander’s condition131 cited
• 2010Density estimates for a random noise propagating through a chain of differential equations130 cited
• 1988Random non-linear wave equations: Smoothness of the solutions114 cited
• 2009Density Formula and Concentration Inequalities with Malliavin Calculus110 cited
• 2011On Malliavinʼs proof of Hörmanderʼs theorem99 cited
• 2005Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control93 cited
• 2004Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus90 cited
• 2018Approximation of Expectation of Diffusion Process and Mathematical Finance90 cited
• 2013Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths88 cited
• 2012