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"Stability of central finite difference schemes for the Heston PDE."

Karel J. in 't Hout, Kim Volders (2012)

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DOI: 10.1007/S11075-011-9514-1

access: closed

type: Journal Article

metadata version: 2020-04-25

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  - https://dblp.org/rec/journals/na/HoutV12
Karel J. in 't Hout, Kim Volders:
Stability of central finite difference schemes for the Heston PDE. Numer. Algorithms 60(1): 115-133 (2012)

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