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Splitting method for pricing European Options under the time fractional Heston model

Author name : Mohamed Kharrat
Publication Date : 2023-03-01
Journal Name : Filomat

Abstract

Splitting method for pricing European Options under the time fractional Heston model

Keywords

Splitting method for pricing European Options under the time fractional Heston model

Publication Link

https://doi.org/10.2298/FIL2309685A

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