Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model
DOI10.1016/J.AMC.2024.128720zbMATH Open1545.45004MaRDI QIDQ6570975FDOQ6570975
Authors: O. Farkhondeh Rouz, Sedaghat Shahmorad, D. Ahmadian
Publication date: 11 July 2024
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
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