Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic properties of Monte Carlo estimators of diffusion processes
scientific article

    Statements

    Asymptotic properties of Monte Carlo estimators of diffusion processes (English)
    0 references
    0 references
    0 references
    0 references
    2 May 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Monte Carlo estimators
    0 references
    diffusion processes
    0 references
    simulation-based estimation
    0 references
    Doss transformation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references