Weak convergence methods for approximation of the evaluation of path-dependent functionals (Q2873872)
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scientific article; zbMATH DE number 6250884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence methods for approximation of the evaluation of path-dependent functionals |
scientific article; zbMATH DE number 6250884 |
Statements
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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Weak convergence methods for approximation of the evaluation of path-dependent functionals (English)
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