Pages that link to "Item:Q857022"
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The following pages link to Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms (Q857022):
Displaying 10 items.
- A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
- Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model (Q5175480) (← links)
- Numerical inverse Laplace transform for convection-diffusion equations (Q5216726) (← links)
- Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)
- Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps (Q5373914) (← links)
- On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)
- ADI finite difference schemes for option pricing in the Heston model with correlation (Q5862255) (← links)
- Model Order Reduction in Contour Integral Methods for Parametric PDEs (Q6116391) (← links)
- Optimal mix among PAYGO, EET and individual savings (Q6547263) (← links)
- Stability and convergence of BDF2-ADI schemes with variable step sizes for parabolic equation (Q6577614) (← links)
