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Central limit theorem for the estimator of the value of an optimal stopping problem - MaRDI portal

Central limit theorem for the estimator of the value of an optimal stopping problem (Q2387145)

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Central limit theorem for the estimator of the value of an optimal stopping problem
scientific article

    Statements

    title
    Central limit theorem for the estimator of the value of an optimal stopping problem (English)
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    published in
    Test
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    publication date
    1 September 2005
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    zbMATH Keywords
    asymptotic normality
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    perturbation techniques
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    Identifiers

    DOI
    10.1007/BF02595404
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    Mathematics Subject Classification ID
    62L15
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    60F05
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    60G40
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    62F12
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    60J10
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    zbMATH DE Number
    2201158
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    OpenAlex ID
    W2089638060
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