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Siow Woon Jeng
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Siow Woon Jeng
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Siow Woon Jeng
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1
Series Expansion and Fourth-Order Global Padé Approximation for a Rough Heston Solution
by
Siow
Woon
Jeng
,
Adem Kilicman
Published 2020-11-01
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Article
2
Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior
by
Siow
Woon
Jeng
,
Adem Kilicman
Published 2020-11-01
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Article
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