Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods. - Siow Woon Jeng; Adem Kiliçman (Symmetry, 2020)

Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior. - Siow Woon Jeng; Adem Kiliçman (Symmetry, 2020)