Weak error rates for option pricing under linear rough volatility

Activity: Talk or presentation types › Invited talk

Description

At Stochastic Numerics and Statistical Learning workshop, KAUST
Period31 May 2023
Event titleStochastic Numerics and Statistical Learning: Theory and Applications
Event typeWorkshop
LocationThuwal, Saudi ArabiaShow on map
Degree of RecognitionInternational

Keywords

  • finance
  • stochastic simulation
  • numerical analysis

Documents & Links