Pages that link to "Item:Q415346"
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The following pages link to Stability of central finite difference schemes for the Heston PDE (Q415346):
Displaying 3 items.
- Using generating functions to convert an implicit \((3,3)\) finite difference method to an explicit form on diffusion equation with different boundary conditions (Q281472) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)