✦ LIBER ✦

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

✍ Scribed by Song, Qingshuo; Yin, George; Zhang, Qing

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Problems of convergence of the method of

✍ V. A. Novikov 📂 Article 📅 1978 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 834 KB

Convergence of numerical methods for val

✍ P. A. Forsyth; K. R. Vetzal; R. Zvan 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 349 KB

Convergence of Binomial Tree Methods for

✍ Jiang, Lishang; Dai, Min 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 188 KB

Method of approximate evaluation of path

✍ V. V. Belokurov; Yu. P. Solov'ev; E. T. Shavgulidze 📂 Article 📅 1996 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 433 KB

Weak convergence of the sequence of succ

✍ Opial, Zdzisław 📂 Article 📅 1967 🏛 American Mathematical Society 🌐 English ⚖ 604 KB

Method for approximate evaluation of pat

✍ V. V. Belokurov; Yu. P. Solov'ev; E. T. Shavgulidze 📂 Article 📅 1996 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 436 KB