Weak error estimates for rough volatility models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Friz, Peter K., Salkeld, William, Wagenhofer, Thomas
Format:	Preprint
Published:	2022
Subjects:	Computational Finance Probability 60L90 (Primary) 60G22, 91G20 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2212.01591