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A weak approximation with asymptotic expansion and multidimensional Malliavin weights

https://doi.org/10.1214/15-aap1105
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Cubature Methods and Applications
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On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model
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Computation in an Asymptotic Expansion Method
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Asymptotics of Wiener Functionals and Applications to Mathematical Finance
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Approximation of Expectation of Diffusion Process and Mathematical Finance

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