Pricing an option under rough volatility means heavy Monte Carlo. The celebrated speed-up is multilevel Monte Carlo (MLMC) — simulate on coarse-to-fine grids and telescope. But it only pays off if the correction between grids shrinks fast enough as you refine. Drag the roughness below and watch whether it does.
The teal line is how much the coarse-vs-fine correction shrinks at each grid level. Here it drops faster than the dashed cost line (β > γ) — so refining is cheap, and MLMC does exactly what the textbooks promise.
Watch the teal line flatten. The rougher the vol, the slower the correction shrinks — coarse and fine rough paths barely line up. The decay rate is β ≈ 2H.
Once the correction shrinks slower than cost grows (β < γ), MLMC's whole advantage evaporates — for rough Asian options it even loses to plain Monte Carlo. What actually wins is in the Advanced panel.