ADI finite difference schemes for the Heston-Hull-White PDE (Q6229096)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ADI finite difference schemes for the Heston-Hull-White PDE |
preprint article from arXiv |
Statements
17 November 2011
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q-fin.CP
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math.NA
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Tinne Haentjens
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Karel J. in 't Hout
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