Convergence theorems form the backbone of probability theory and statistical inference, ensuring that sequences of random variables behave in a predictable manner as their index grows. These theorems, ...

This is a preview. Log in through your library . Abstract Let Xn be independent random elements in the Skorohod space D([0, 1]; E) of càdlàg functions taking values in a separable Banach space E. Let ...

We present an analysis of convergence of a quasi-regression Monte Carlo method proposed by Glasserman and Yu (2004). We show that the method surely converges to the true price of an American option ...