Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation (Q465088): Difference between revisions

@@ Property / author @@
-Q421324
@@ Property / author: Q421324 / rank @@
-Normal rank
@@ Property / author @@
+Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M06
@@ Property / Mathematics Subject Classification ID: 65M06 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6362751
@@ Property / zbMATH DE Number: 6362751 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Heston-Hull-White model
@@ Property / zbMATH Keywords: Heston-Hull-White model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+COS method
@@ Property / zbMATH Keywords: COS method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ADI scheme
@@ Property / zbMATH Keywords: ADI scheme / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+error analysis
@@ Property / zbMATH Keywords: error analysis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2013.06.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2066110688
@@ Property / OpenAlex ID: W2066110688 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q115360416
@@ Property / Wikidata QID: Q115360416 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:465088