Pages that link to "Item:Q2223823"

The following pages link to AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823):

Displaying 3 items.

• A unified formulation of splitting-based implicit time integration schemes (Q2134544) (← links)
• Convergence in the maximum norm of ADI-type methods for parabolic problems (Q2238833) (← links)
• AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)