A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model.
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| Title: | A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model. |
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| Authors: | Alsenafi, Abdulaziz1 (AUTHOR) abdulaziz.alsenafi@ku.edu.kw, Alazemi, Fares1 (AUTHOR) |
| Source: | Mathematics (2227-7390). May2026, Vol. 14 Issue 9, p1439. 29p. |
| Database: | Academic Search Ultimate |
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| ISSN: | 22277390 |
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| DOI: | 10.3390/math14091439 |