Maryam Vahid Dastgerdi
According to our database1,
Maryam Vahid Dastgerdi
authored at least 2 papers
between 2018 and 2020.
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Bibliography
2020
Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation.
SIAM J. Financial Math., 2020
2018
On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models.
Commun. Nonlinear Sci. Numer. Simul., 2018