Pathwise large deviations for the rough Bergomi model: Corrigendum (Q5152528)
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scientific article; zbMATH DE number 7400624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise large deviations for the rough Bergomi model: Corrigendum |
scientific article; zbMATH DE number 7400624 |
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Pathwise large deviations for the rough Bergomi model: Corrigendum (English)
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24 September 2021
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rough volatility
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asymptotics
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reproducing kernel Hilbert space
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