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"Weak Convergence Methods for Approximation of the Evaluation of ..."

Qingshuo Song, Gang George Yin, Qing Zhang (2013)

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DOI: 10.1137/130913158

access: closed

type: Journal Article

metadata version: 2020-07-09

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

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