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"Weak error rates for option pricing under the rough Bergomi model."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Christian Bayer, Eric Joseph Hall, Raúl Tempone (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-23

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2009-01219
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2009-01219
Christian Bayer, Eric Joseph Hall, Raúl Tempone:
Weak error rates for option pricing under the rough Bergomi model. CoRR abs/2009.01219 (2020)

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last updated on 2021-01-23 01:14 CET by the dblp team

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Schloss Dagstuhl - Leibniz Center for Informatics is a member of the Leibniz Association and is funded by the federal government of Germany and the states of Germany, especially Saarland and Rhineland‑Palatinate.