Pages that link to "Item:Q465088"
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The following pages link to Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation (Q465088):
Displayed 4 items.
- A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)