Chiheb Ben Hammouda will give, on July 12, 2019, a talk entitled "Adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model" at the International Conference on Computational Finance 2019 (ICCF2019), Coruña, Spain.
The talk is related to the work "Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model."
