"Pathwise large deviations for the rough Bergomi model: Corrigendum."

Stefan Gerhold et al. (2021)

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DOI: 10.1017/JPR.2020.109

access: closed

type: Journal Article

metadata version: 2022-01-03

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Stefan Gerhold, Antoine Jacquier, Mikko S. Pakkanen, Henry Stone, Thomas Wagenhofer:
Pathwise large deviations for the rough Bergomi model: Corrigendum. J. Appl. Probab. 58(3): 849-850 (2021)

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