Bishwal, Jaya P. N. Interest rate derivatives for the fractional Cox-Ingersoll-Ross model. (English) Zbl 07906108 Algorithm. Finance 10, No. 1-2, 53-66 (2023). MSC: 91G20 91G30 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Yumeng Central limit theorem for a fractional stochastic heat equation with spatially correlated noise. (English) Zbl 1482.60087 Adv. Difference Equ. 2020, Paper No. 101, 9 p. (2020). MSC: 60H15 60F10 60F05 60G15 35R60 26A33 × Cite Format Result Cite Review PDF Full Text: DOI OA License