Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals (Q2873872)

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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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