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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.
Period9 Mar 2021
Event titleAvH RWTH Uncertainty Quantification Seminar: hybrid/online
Event typeSeminar
LocationAachen, Germany, North Rhine-WestphaliaShow on map
Degree of RecognitionLocal

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