Pages that link to "Item:Q2632499"
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The following pages link to An exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable grids (Q2632499):
Displaying 5 items.
- Stability of central finite difference schemes for the Heston PDE (Q415346) (← links)
- A note on the numerical resolution of Heston PDEs (Q829233) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)