On multistep stabilizing correction splitting methods with applications to the Heston model (Q5745130)
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scientific article; zbMATH DE number 6880860
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| 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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0.7479168176651001
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0.7335741519927979
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0.7334426641464233
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0.7331679463386536
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0.7304498553276062
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