AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model |
scientific article |
Statements
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (English)
0 references
3 February 2021
0 references
convection-diffusion partial differential equations
0 references
finite difference method
0 references
Heston model
0 references
unconditional stability
0 references
homogeneous boundary conditions
0 references
0 references
0 references
0 references
0 references
0 references
