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Pathwise large deviations for the rough Bergomi model: Corrigendum.

Stefan GerholdAntoine JacquierMikko S. PakkanenHenry StoneThomas Wagenhofer
Published in: J. Appl. Probab. (2021)
Keyphrases
  • prior knowledge
  • rough sets
  • sample size
  • kalman filter
  • large deviations