Pages that link to "Item:Q5878691"
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The following pages link to WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691):
Displaying 4 items.
- Weak approximations and VIX option price expansions in forward variance curve models (Q6053109) (← links)
- Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
- Weak Error Rates of Numerical Schemes for Rough Volatility (Q6159079) (← links)
- Bayesian parameter inference for partially observed stochastic volterra equations (Q6494422) (← links)