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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