Pages that link to "Item:Q5144185"

The following pages link to Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation (Q5144185):

Displaying 7 items.

• A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations (Q2048420) (← links)
• Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
• AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
• A robust spectral method for solving Heston's model (Q2247922) (← 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)
• Existence of solution to Hadamard-Caputo fractional differential equation with time delay (Q6632840) (← links)