"An Exploration of a Balanced Up-Downwind Scheme for Solving Heston ..."

Chong Sun, Qin Sheng (2019)

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DOI: 10.3390/A12020030

access: open

type: Journal Article

metadata version: 2025-01-19

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Chong Sun, Qin Sheng:
An Exploration of a Balanced Up-Downwind Scheme for Solving Heston Volatility Model Equations on Variable Grids. Algorithms 12(2): 30 (2019)

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