January 01, 2019 article The characteristic function of rough Heston models HAL (Le Centre pour la Communication Scientifique Directe) DOI: 10.1111/mafi.12173 OpenAlex Authors 0 Author list not loaded yet. Cited by 3 stored of 320 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY 2022 International Journal of Theoretical and Applied Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 12 citations Rate-Optimal Estimation of Mixed Semimartingales 2022 SSRN Electronic Journal preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model 2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 17 citations 3 results References 0