Strong convergence rates for Markovian representations of fractional processes (Q2033871)
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scientific article; zbMATH DE number 7360889
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Strong convergence rates for Markovian representations of fractional processes |
scientific article; zbMATH DE number 7360889 |
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Strong convergence rates for Markovian representations of fractional processes (English)
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18 June 2021
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fractional processes
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Markovian representation
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Monte Carlo simulation
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numerical discretization
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strong convergence rates
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rough Bergomi model
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0.7630832195281982
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0.7609477043151855
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0.7486399412155151
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0.7451027631759644
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0.7409613132476807
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