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Shonosuke Nakahara
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Convergence Rate
Ant Colony Optimization
Step Size
Top Venues
SIAM J. Financial Math.
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Publications
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Christian Bayer
,
Masaaki Fukasawa
,
Shonosuke Nakahara
Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models.
SIAM J. Financial Math.
13 (2) (2022)