Weak Error Rates of Numerical Schemes for Rough Volatility (Q6159079)
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scientific article; zbMATH DE number 7691066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Error Rates of Numerical Schemes for Rough Volatility |
scientific article; zbMATH DE number 7691066 |
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Weak Error Rates of Numerical Schemes for Rough Volatility (English)
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1 June 2023
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rough volatility
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weak convergence rates
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fractional Brownian motion
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numerical schemes
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