Siow, W. J., & Kilicman, A. (2020). Fractional Riccati equation and its applications to rough Heston model using numerical methods. Multidisciplinary Digital Publishing Institute.
Chicago Style (17th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods. Multidisciplinary Digital Publishing Institute, 2020.
MLA (9th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods. Multidisciplinary Digital Publishing Institute, 2020.
Warning: These citations may not always be 100% accurate.