Weak Error Rates for Option Pricing under the Rough Bergomi Model

Activity: Talk or presentation types › Invited talk

Description

"Uncertainty Quantification Hybrid Seminar" at Chair of Mathematics for Uncertainty Quantification, RWTH Aachen University, Germany.

Period	9 Mar 2021
Event title	AvH RWTH Uncertainty Quantification Seminar: hybrid/online
Event type	Seminar
Location	Aachen, Germany, North Rhine-Westphalia
Degree of Recognition	Local