"Fractional Riccati Equation and Its Applications to Rough Heston Model ..."

Siow Woon Jeng, Adem Kiliçman (2020)

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DOI: 10.3390/SYM12060959

access: open

type: Journal Article

metadata version: 2020-12-04

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Siow Woon Jeng, Adem Kiliçman:
Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods. Symmetry 12(6): 959 (2020)

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