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Note on “The smoothing effect of integration in ℝ^{𝕕} and the ANOVA decomposition”
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Note on “The smoothing effect of integration in ℝ^{𝕕} and the ANOVA decomposition” (2016)Note on “The smoothing effect of integrat…Smoothing the payoff for efficient computation of Basket option prices (2017)Smoothing the payoff for effi…The Variance Gamma Process and Option Pricing (1998)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)The Volatility Surface: A Practitioner's Guide (2006)Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (2020)
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