Hierarchical Deterministic Quadrature Methods for Option Pricing under the Rough Bergomi Model

Press/Media: Press / Media

Period	Mar 14 2020

Media coverage

Title	Hierarchical Deterministic Quadrature Methods for Option Pricing under the Rough Bergomi Model
Media name/outlet	SlideShare.net
Country/Territory	United States
Date	03/14/20
URL	https://www.slideshare.net/ChihebBenHammouda1/hierarchical-deterministic-quadrature-methods-for-option-pricing-under-the-rough-bergomi-model
Persons	Raul Tempone