Pages that link to "Item:Q1007389"
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The following pages link to Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms (Q1007389):
Displaying 5 items.
- 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)
- 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)
- High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)
