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]
@article{SongY013,
title = {Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals},
author = {Qingshuo Song and Gang George Yin and Qing Zhang 0003},
year = {2013},
doi = {10.1137/130913158},
url = {http://dx.doi.org/10.1137/130913158},
researchr = {https://researchr.org/publication/SongY013},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {51},
number = {5},
pages = {4189-4210},
}