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Siow Woon Jeng
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 2
Top Topics
Mathematical Model
Em Algorithm
Experimental Data
Numerical Methods
Top Venues
Symmetry
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Publications
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Siow Woon Jeng
,
Adem Kiliçman
Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods.
Symmetry
12 (6) (2020)
Siow Woon Jeng
,
Adem Kiliçman
Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior.
Symmetry
12 (11) (2020)