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"Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)."

Giorgia Callegaro, Martino Grasselli, Gilles Pagès (2021)

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DOI: 10.1287/MOOR.2020.1054

access: closed

type: Journal Article

metadata version: 2021-04-07

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Giorgia Callegaro, Martino Grasselli, Gilles Pagès:
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). Math. Oper. Res. 46(1): 221-254 (2021)

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