Turbocharging Monte Carlo pricing for the rough Bergomi model
Post date: Aug 09, 2017 8:31:35 AM
has been posted on ArXiv https://arxiv.org/abs/1708.02563 (August 8th)
Post date: Aug 09, 2017 8:31:35 AM
has been posted on ArXiv https://arxiv.org/abs/1708.02563 (August 8th)