Stability of Feynman-Kac Formulae with Path-dependent Potentials

Nicolas Chopin, Pierre Del Moral and Sylvain Rubenthaler
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Pierre Del Moral: Crest
Sylvain Rubenthaler: Crest

No 2010-03, Working Papers from Center for Research in Economics and Statistics

Date: 2010
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Journal Article: Stability of Feynman-Kac formulae with path-dependent potentials (2011)
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