موضوع :
Solving Parametric Fractional Differential Equations Arising from Rough Heston Model using Quasi-Linearization and Spectral Collocation

تاریخ انتشار : ۱۳۹۸/۱۰/۱۵ میلادی(2020/01/05)

نویسندگان :
| Maryam Vahid Dastgerdi | Ali Foroush Bastani |

کلمات کلیدی :
| Rough Heston model | Fractional nonlinear Riccati differential equation |