Weak Error Rates for Option Pricing under the Rough Bergomi Model

Activity: Talk or presentation types › Invited talk

Description

Minisymposium "UQ for Rough Volatility and Predictive Models in Finance" at SIAM FME21, USA.
Period4 Jun 2021
Event titleSIAM Conference on Financial Mathematics and Engineering
Event typeConference
LocationPhiladelphia, United States, PennsylvaniaShow on map
Degree of RecognitionInternational