Diamond-cell finite volume scheme for the Heston model (Q2515716)
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scientific article; zbMATH DE number 6471026
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| English | Diamond-cell finite volume scheme for the Heston model |
scientific article; zbMATH DE number 6471026 |
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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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0.8135623335838318
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0.8034639358520508
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0.7974589467048645
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0.7805010080337524
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0.7792767882347107
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