Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals (Q2873872)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals |
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Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals (English)
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27 January 2014
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path-dependent functional
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weak convergence
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Monte Carlo optimization
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Skorohod topology
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continuous mapping theorem
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