The law of the Euler scheme for stochastic differential equations : I. convergence rate of the distribution function

von Bally, Vlad
Veröffentlicht 1994

A mixed PDE-Monte Carlo approcha for pricing credit default index swaptions

von Bally, Vlad
Veröffentlicht in Decisions in economics and finance (2006)

A quantization tree method for pricing and hedging multidimensional American options

von Bally, Vlad
Veröffentlicht in Mathematical finance (2005)

Malliavin calculus for pure jump processes and applications to finance

von Bavouzet, Marie-Pierre
Veröffentlicht in Handbook of numerical analysis ; Vol. 15: Mathematical modeling and numerical methods in finance (2009)

Stochastic integration by parts and functional Itô calculus

von Bally, Vlad
Veröffentlicht 2016