Weak Error Rates for Option Pricing under the Rough Bergomi Model

Activity: Talk or presentation typesInvited talk

Description

"Uncertainty Quantification Hybrid Seminar" at Chair of Mathematics for Uncertainty Quantification, RWTH Aachen University, Germany.
Period9 Mar 2021
Event titleAvH RWTH Uncertainty Quantification Seminar: hybrid/online
Event typeSeminar
LocationAachen, Germany, North Rhine-Westphalia
Degree of RecognitionLocal