Pages that link to "Item:Q829233"
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The following pages link to A note on the numerical resolution of Heston PDEs (Q829233):
Displaying 15 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- Stability of central finite difference schemes for the Heston PDE (Q415346) (← links)
- Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation (Q465088) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
- Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
- AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
- A robust spectral method for solving Heston's model (Q2247922) (← 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)
- An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
- Efficient and stable numerical solution of the Heston–Cox–Ingersoll–Ross partial differential equation by alternating direction implicit finite difference schemes (Q2874319) (← links)
- On Singularities in the Heston Model (Q4560340) (← links)
