WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY

Christian Bayer, Eric Joseph Hall, Raul Tempone

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY'. Together they form a unique fingerprint.

Mathematics

Keyphrases