Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models (Q5092721)
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scientific article; zbMATH DE number 7562466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models |
scientific article; zbMATH DE number 7562466 |
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Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models (English)
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22 July 2022
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weak error
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duality approach
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rough volatility
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