Pages that link to "Item:Q6159079"
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The following pages link to Weak Error Rates of Numerical Schemes for Rough Volatility (Q6159079):
Displaying 9 items.
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
- (Q4979889) (← links)
- A fast algorithm for simulation of rough volatility models (Q5072905) (← links)
- VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES (Q5411988) (← links)
- WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
- On the Discrete-Time Simulation of the Rough Heston Model (Q5886364) (← links)
- Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
- Statistical inference for rough volatility: minimax theory (Q6621523) (← links)