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 |
Weak Error Rates for Option Pricing under the Rough Bergomi Model
Activity: Talk or presentation types › Invited talk