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Chiheb Ben Hammouda · Study

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Chiheb Ben Hammouda

1 works· latest 2020· 1 institutionscluster: provisionalORCID 0000-0002-8386-0406

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Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model2020 · 17 citations

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Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model

Quantitative Finance·2020·2 authors·Open access

17citations