Weak error rates for option pricing under linear rough volatility

Activity: Talk or presentation typesInvited talk

Description

Stochastic Numerics and Statistical Learning 2024, KAUST.
Period30 May 2024
Event titleStochastic Numerics and Statistical Learning: Theory and Applications 2024
Event typeConference
LocationThuwal, Saudi ArabiaShow on map
Degree of RecognitionInternational