BibTeX record journals/siamfm/DastgerdiB20

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@article{DBLP:journals/siamfm/DastgerdiB20,
  author       = {Maryam Vahid Dastgerdi and
                  Ali Foroush Bastani},
  title        = {Solving Parametric Fractional Differential Equations Arising from
                  the Rough Heston Model Using Quasi-Linearization and Spectral Collocation},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {11},
  number       = {4},
  pages        = {1063--1097},
  year         = {2020},
  url          = {https://doi.org/10.1137/19M1269324},
  doi          = {10.1137/19M1269324},
  timestamp    = {Fri, 08 Jan 2021 08:27:32 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/DastgerdiB20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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