Articles written in Pramana – Journal of Physics
Volume 95 All articles Published: 3 February 2021 Article ID 0003 Research Article
In this paper, we attempt to provide a solution for the fractional linear complementarity problem related to the evaluation of American put option generated by the fractional Heston stochastic volatility model. Using the Adomian decomposition, a numerical investigation is conducted to confirm the theoretical results.
Volume 95, 2021
Continuous Article Publishing mode
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