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

Qingshuo Song, Gang George Yin, Qing Zhang 0003. Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals. SIAM J. Control and Optimization, 51(5):4189-4210, 2013. [doi]

Abstract

Abstract is missing.