Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) (Q4991674)
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scientific article; zbMATH DE number 7354639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) |
scientific article; zbMATH DE number 7354639 |
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Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) (English)
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3 June 2021
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fractional Brownian motion
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fractional Riccati equation
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rough Heston model
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power series representation
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