Siow Woon Jeng

According to our database, Siow Woon Jeng authored at least 2 papers in 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior.

Siow Woon Jeng, Adem Kiliçman

Symmetry, 2020

Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods.

Siow Woon Jeng, Adem Kiliçman

Symmetry, 2020