@article{PS_2015__19__515_0,
     author = {Marie, Nicolas},
     title = {Sensitivities via rough paths},
     journal = {ESAIM: Probability and Statistics},
     pages = {515--543},
     publisher = {EDP-Sciences},
     volume = {19},
     year = {2015},
     doi = {10.1051/ps/2015001},
     mrnumber = {3423305},
     zbl = {1333.60126},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ps/2015001/}
}