Pages that link to "Item:Q415346"
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The following pages link to Stability of central finite difference schemes for the Heston PDE (Q415346):
Displaying 7 items.
- Using generating functions to convert an implicit \((3,3)\) finite difference method to an explicit form on diffusion equation with different boundary conditions (Q281472) (← links)
- Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model (Q830058) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation (Q2271410) (← links)
- Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
- An exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable grids (Q2632499) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)