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Compact finite difference scheme for option pricing in Heston's model
presentation
posted on 2023-06-26, 07:13 authored by Bertram Duering, Michel FourniéNo description supplied
History
Publication status
- Published
Publisher
American Institute of Physics (AIP)External DOI
Page range
219-222Pages
4Presentation Type
- paper
Event name
ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010Event location
Rhodes, GreeceEvent type
conferenceDepartment affiliated with
- Mathematics Publications
Full text available
- No
Peer reviewed?
- Yes
Editors
G Psihoyios, C Tsitouras, TE SimosLegacy Posted Date
2012-02-06Usage metrics
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