Weak error rates for option pricing under linear rough volatility (Q6348267)
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scientific article; zbMATH DE number 7656158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak error rates for option pricing under linear rough volatility |
scientific article; zbMATH DE number 7656158 |
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2 September 2020
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q-fin.CP
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cs.NA
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math.NA
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math.PR
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q-fin.MF
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