AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model

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Publication:2223823

DOI10.1016/J.CAM.2019.112518zbMath1458.65107OpenAlexW2979367399WikidataQ127066425 ScholiaQ127066425MaRDI QIDQ2223823

S. González-Pinto, D. Hernández-Abreu, S. Pérez-Rodríguez

Publication date: 3 February 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112518




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