ARTICLE
|
doi:10.20944/preprints202012.0426.v1
Subject:
Computer Science And Mathematics,
Computer Science
Keywords:
Black Scholes Equation; Heston Model Calibration; Option Pricing; Stochastic Processes; Artificial Neural Networks
Online: 17 December 2020 (16:22:34 CET)
REVIEW
|
doi:10.20944/preprints202002.0311.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
Fractional Riccati equation; Rough volatility models; Heston model
Online: 23 February 2020 (02:37:33 CET)
ARTICLE
|
doi:10.20944/preprints201810.0649.v1
Subject:
Computer Science And Mathematics,
Computational Mathematics
Keywords:
Heston volatility model; initial-boundary value problems; finite difference approximations; up-downwind scheme; order of convergence; stability
Online: 29 October 2018 (04:24:12 CET)