1. Kharrat, M., 2017. Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options. Turk. J. Math., 41: 381-386.
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2. Kharrat, M., 2016. A general expression of the price of an American options using the Malliavin derivative. J. Stat. Manage. Syst., 19: 673-679.
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3. Kharrat, M., 2014. Computation of conditional expectation using malliavin calculus under vasicek model. Wulfenia, 21: 143-152.
4. Jerbi, Y. and M. Kharrat, 2014. Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options. J. Stat. Comput. Simulation, 84: 2465-2473.
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5. Kharrat, M., 2013. Pricing American options using the malliavin calculus. J. Math. Syst. Sci., 3: 556-559.
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