Approximation of Stochastic Volterra Equations with kernels of completely monotone type (Q6140843)
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scientific article; zbMATH DE number 7782515
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| English | Approximation of Stochastic Volterra Equations with kernels of completely monotone type |
scientific article; zbMATH DE number 7782515 |
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Approximation of Stochastic Volterra Equations with kernels of completely monotone type (English)
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2 January 2024
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stochastic Volterra equation
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Euler scheme
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strong error
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fractional kernel
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rough volatility models
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0.8264615535736084
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0.8107828497886658
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0.755650520324707
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0.7546026706695557
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