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]

Authors

Qingshuo Song

This author has not been identified. Look up 'Qingshuo Song' in Google

Gang George Yin

This author has not been identified. Look up 'Gang George Yin' in Google

Qing Zhang 0003

This author has not been identified. Look up 'Qing Zhang 0003' in Google