Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model (Q830058)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model |
scientific article; zbMATH DE number 7345437
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model |
scientific article; zbMATH DE number 7345437 |
Statements
Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model (English)
0 references
7 May 2021
0 references
financial derivative pricing
0 references
Heston model
0 references
discrete duality finite volume method
0 references
0 references
0 references
0 references
0.7974589467048645
0 references
0.7849217653274536
0 references
0.7642674446105957
0 references
0.7621734738349915
0 references
0.7619463205337524
0 references
