On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130)
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scientific article; zbMATH DE number 6880860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model |
scientific article; zbMATH DE number 6880860 |
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On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (English)
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5 June 2018
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splitting methods
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multistep methods
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stability
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convergence
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Heston model
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