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Weak error approximation for rough and Gaussian mean-reverting stochastic volatility models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alfonsi, Aurélien, Kebaier, Ahmed
Format:	Preprint
Published:	2026
Subjects:	Probability Computational Finance 60H35 60G22 60L90 91G60
Online Access:	Acceder al recurso
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