Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039)
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scientific article; zbMATH DE number 6575843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of Monte Carlo estimators of diffusion processes |
scientific article; zbMATH DE number 6575843 |
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Asymptotic properties of Monte Carlo estimators of diffusion processes (English)
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2 May 2016
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Monte Carlo estimators
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diffusion processes
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simulation-based estimation
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Doss transformation
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