Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 6949560 - MaRDI portal

scientific article; zbMATH DE number 6949560

From MaRDI portal

Publication:4686014

Jump to:navigation, search

zbMath1416.91377MaRDI QIDQ4686014

Mohamed Kharrat

Publication date: 9 October 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic volatility Adomian decomposition fractional Heston model pricing European option

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20) Fractional partial differential equations (35R11)

Related Items (5)

Pricing Options Under Time-Fractional Model Using Adomian Decomposition ⋮ Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4686014&oldid=18908965"