Corrigendum to: ``Pathwise large deviations for the rough Bergomi model'' (Q5152528)
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scientific article; zbMATH DE number 7400624
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| English | Corrigendum to: ``Pathwise large deviations for the rough Bergomi model'' |
scientific article; zbMATH DE number 7400624 |
Statements
Pathwise large deviations for the rough Bergomi model: Corrigendum (English)
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24 September 2021
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rough volatility
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asymptotics
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reproducing kernel Hilbert space
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0.8030191659927368
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0.77051842212677
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0.7675245404243469
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0.7402896285057068
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0.7263377904891968
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