Teng, C., & Li, G. (2025). Efficient Simulation and Calibration of the Rough Bergomi Model via Wasserstein Distance.
Chicago Style (17th ed.) CitationTeng, Changqing, and Guanglian Li. Efficient Simulation and Calibration of the Rough Bergomi Model via Wasserstein Distance. 2025.
MLA (9th ed.) CitationTeng, Changqing, and Guanglian Li. Efficient Simulation and Calibration of the Rough Bergomi Model via Wasserstein Distance. 2025.
Warning: These citations may not always be 100% accurate.