Pages that link to "Item:Q2223823"
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The following pages link to AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823):
Displaying 6 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)
- Boundary corrections on multi-dimensional PDEs (Q6543324) (← links)
- Two classes of linearly implicit numerical methods for stiff problems: analysis and MATLAB software (Q6556637) (← links)
- PDEs for pricing interest rate derivatives under the new generalized forward market model (FMM) (Q6585361) (← links)
