AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.cam.2019.112518 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127066425 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2019.112518 / rank | |||
Normal rank | |||
Latest revision as of 13:42, 17 December 2024
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
