Pages that link to "Item:Q830058"
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The following pages link to Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model (Q830058):
Displaying 3 items.
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
- Study of Discrete Duality Finite Volume Schemes for the Peaceman Model (Q5404620) (← links)