TY  - JOUR
AU  - Marie, Nicolas
TI  - Sensitivities via rough paths
JO  - ESAIM: Probability and Statistics
PY  - 2015
SP  - 515
EP  - 543
VL  - 19
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/ps/2015001/
DO  - 10.1051/ps/2015001
LA  - en
ID  - PS_2015__19__515_0
ER  -