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Q4686014 - MaRDI portal

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scientific article; zbMATH DE number 6949560
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English
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scientific article; zbMATH DE number 6949560

    Statements

    author
    Mohamed Kharrat
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    publication date
    9 October 2018
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    zbMATH Keywords
    pricing European option
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    stochastic volatility
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    fractional Heston model
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    Adomian decomposition
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    35R11
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    91B70
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    zbMATH DE Number
    6949560
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