Pathwise large deviations for the rough Bergomi model: Corrigendum (2021)

First Author: Gerhold S
Attributed to:  Rough Volatility: A Trojan horse into modern Financial computing funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/jpr.2020.109

Publication URI: http://dx.doi.org/10.1017/jpr.2020.109

Type: Journal Article/Review

Parent Publication: Journal of Applied Probability

Issue: 3