Efficient simulation of rough volatility models
1 : Imperial College London
Efficient simulation of rough volatility models
| Subject : | : | Invited talk in a mini-symposium |
| Topics | : | Advanced methods for calibration |
| PDF version | : |  PDF version |
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10-13 Jan 2017 Paris (France)
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Efficient simulation of rough volatility models
1 : Imperial College London
Efficient simulation of rough volatility models
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| Online user: 1 |
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