Pages that link to "Item:Q5144185"
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The following pages link to Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation (Q5144185):
Displayed 3 items.
- A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations (Q2048420) (← links)
- A fast algorithm for simulation of rough volatility models (Q5072905) (← links)
- High-order methods for the option pricing under multivariate rough volatility models (Q6161539) (← links)