High-order methods for the option pricing under multivariate rough volatility models

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Publication:6161539

DOI10.1016/j.camwa.2022.05.039OpenAlexW4284687199MaRDI QIDQ6161539

Zheng-Guang Shi, Jingtang Ma, Pin Lyu

Publication date: 5 June 2023

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2022.05.039






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