Pages that link to "Item:Q2515716"
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The following pages link to Diamond-cell finite volume scheme for the Heston model (Q2515716):
Displaying 5 items.
- A note on the numerical resolution of Heston PDEs (Q829233) (← links)
- Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model (Q830058) (← links)
- An exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable grids (Q2632499) (← links)
- An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
- A gradient-based calibration method for the Heston model (Q6625126) (← links)