Strong convergence rates for Markovian representations of fractional processes (Q2033871)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong convergence rates for Markovian representations of fractional processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong convergence rates for Markovian representations of fractional processes |
scientific article |
Statements
Strong convergence rates for Markovian representations of fractional processes (English)
0 references
18 June 2021
0 references
fractional processes
0 references
Markovian representation
0 references
Monte Carlo simulation
0 references
numerical discretization
0 references
strong convergence rates
0 references
rough Bergomi model
0 references
0 references
0 references
0 references
0 references
0 references
0.7630832195281982
0 references
0.7609477043151855
0 references
0.7486399412155151
0 references
0.7451027631759644
0 references
0.7409613132476807
0 references
