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• W2896887406 abstract "In this paper, a numerical technique is developed to discretize variable-order fractional Heston differential equation. The proposed strategy is followed by an optimization technology, genetic algorithm, for tuning the unknown parameters in the proposed model. The performance of the model is analyzed to profit and loss 500 close index from the US stock markets. Simulations illustrate the application of the proposed technique." @default.
• W2896887406 created "2018-10-26" @default.
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• W2896887406 date "2018-10-22" @default.
• W2896887406 modified "2023-10-17" @default.
• W2896887406 title "Computational technique for simulating variable-order fractional Heston model with application in US stock market" @default.
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• W2896887406 doi "https://doi.org/10.1007/s40096-018-0267-z" @default.
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