Session: TH-P-EM
Rough volatility and Simulations

Tetsuya Takabatake (Osaka University), Masaaki Fukasawa (Osaka University), Rebecca Westphal (ETH Zurich)

Omar El Euch (Ecole Polytechnique), Eduardo Abi Jaber (University of Paris-Dauphine)

Blanka Horvath (Imperial College), Benjamin Stemper (TU Berlin), Christian Bayer (TU Berlin), Peter K Friz (TU Berlin), Archil Gulisashvili (Ohio University)

Aitor Muguruza Gonzalez (Imperial College London), Antoine Jacquier (Imperial College), Blanka Horvath (Imperial College)