ADI Schemes in the Numerical Solution of the Heston PDE (Q5504295)

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scientific article; zbMATH DE number 5496023
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ADI Schemes in the Numerical Solution of the Heston PDE
scientific article; zbMATH DE number 5496023

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    ADI Schemes in the Numerical Solution of the Heston PDE (English)
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    22 January 2009
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