Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models (Q5092721)
From MaRDI portal
scientific article; zbMATH DE number 7562466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models |
scientific article; zbMATH DE number 7562466 |
Statements
Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models (English)
0 references
22 July 2022
0 references
weak error
0 references
duality approach
0 references
rough volatility
0 references
0 references
