AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cam.2019.112518 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2979367399 / rank | |||
Normal rank | |||
Revision as of 22:34, 19 March 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
