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"Short Communication: On the Weak Convergence Rate in the Discretization of ..."

Christian Bayer, Masaaki Fukasawa, Shonosuke Nakahara (2022)

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DOI: 10.1137/22M1482871

access: closed

type: Journal Article

metadata version: 2022-07-25

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Christian Bayer, Masaaki Fukasawa, Shonosuke Nakahara:
Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models. SIAM J. Financial Math. 13(2): 66- (2022)

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