Pages that link to "Item:Q5030557"
From MaRDI portal
The following pages link to A finite volume–alternating direction implicit method for the valuation of American options under the Heston model (Q5030557):
Displaying 2 items.
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- Characteristic mixed volume element for compressible two-phase displacement in porous media (Q5033412) (← links)
