Siow, W. J. (2021). Option pricing for rough Heston model using numerical methods.
Chicago Style (17th ed.) CitationSiow, Woon Jeng. Option Pricing for Rough Heston Model Using Numerical Methods. 2021.
MLA (9th ed.) CitationSiow, Woon Jeng. Option Pricing for Rough Heston Model Using Numerical Methods. 2021.
Warning: These citations may not always be 100% accurate.