Diamond-cell finite volume scheme for the Heston model (Q2515716)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diamond-cell finite volume scheme for the Heston model |
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Diamond-cell finite volume scheme for the Heston model (English)
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6 August 2015
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tensor diffusion
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diamond-cell
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finite volumes
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numerical solution
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