Hi, Piterbarg,I'm interested in your article "TARNs: Models, Valuation, Risk Sensitivities". Wonder if you could send me a copy by this e-mail: greenleaves01@gmail.comThan you.
I have some experience in computing conditonal expectations via Malliavin calculus. It would be helpful you could be more specific about the setting, or if you could send it to me via my e-mail: greenleaves01@gmail.com