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"Weak Error Rates of Numerical Schemes for Rough Volatility."

Paul Gassiat (2023)

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DOI: 10.1137/22M1485760

access: closed

type: Journal Article

metadata version: 2023-08-13

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Paul Gassiat:
Weak Error Rates of Numerical Schemes for Rough Volatility. SIAM J. Financial Math. 14(2): 475-496 (2023)

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