Marcel Rindisbacher

Representation formulas for Malliavin derivatives of diffusion processes

Jérôme Detemple, René Garcia, Marcel Rindisbacher, 2005, Finance Stochastics.

Asymptotic Properties of Monte Carlo Estimators of Derivatives

Jérôme Detemple, René Garcia, Marcel Rindisbacher, 2005, Manag. Sci..

Monte Carlo methods for derivatives of options with discontinuous payoffs

Jérôme Detemple, Marcel Rindisbacher, J. Detemple, 2007, Comput. Stat. Data Anal..

Intertemporal asset allocation: A comparison of methods ☆

Jérôme Detemple, René Garcia, Marcel Rindisbacher, 2005 .

Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications

Jérôme Detemple, Marcel Rindisbacher, J. Detemple, 2010 .

Heterogenous Preferences and Equilibrium Trading Volume

Julien Hugonnier, Marcel Rindisbacher, Tony Berrada, 2006 .

Heterogeneous preferences and equilibrium trading volume

Julien Hugonnier, Marcel Rindisbacher, Tony Nicolas Berrada, 2007 .

Chapter 21 Simulation Methods for Optimal Portfolios

Jérôme Detemple, René Garcia, Marcel Rindisbacher, 2007 .