A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model

Abdulaziz Alsenafi, Fares Alazemi

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DOI: 10.3390/math14091439
Published: 2026-04-24
Container: Mathematics
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/math14091439,
  title = {A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model},
  author = {Abdulaziz Alsenafi and Fares Alazemi},
  year = {2026},
  journal = {Mathematics},
  doi = {10.3390/math14091439},
  url = {https://doi.org/10.3390/math14091439}
}

RIS

TY  - JOUR
TI  - A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model
AU  - Abdulaziz Alsenafi
AU  - Fares Alazemi
PY  - 2026
JO  - Mathematics
DO  - 10.3390/math14091439
UR  - https://doi.org/10.3390/math14091439
ER  -

APA

Alsenafi, A., & Alazemi, F. (2026). A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model. Mathematics. https://doi.org/10.3390/math14091439

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crossref · retrieved 2026-11-10T05:57:12.496Z