Pages that link to "Item:Q5963454"
From MaRDI portal
The following pages link to The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (Q5963454):
Displaying 6 items.
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Perfect hedging in rough Heston models (Q1634189) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
- Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model (Q5139245) (← links)
- WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
