Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation.
Maryam Vahid DastgerdiAli Foroush BastaniPublished in: SIAM J. Financial Math. (2020)
Keyphrases
- differential equations
- dynamical systems
- neural network
- mathematical model
- parametric models
- higher order
- search algorithm
- image analysis
- probabilistic model
- artificial neural networks
- rough sets
- object recognition
- experimental data
- image enhancement
- high order
- computational models
- optimal solution
- mathematical models
- network model
- multiscale