AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model |
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AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (English)
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3 February 2021
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convection-diffusion partial differential equations
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finite difference method
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Heston model
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unconditional stability
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homogeneous boundary conditions
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