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

  1. González-Pinto, S.
  2. Hernández-Abreu, D.
  3. Pérez-Rodríguez, S.
Journal:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Year of publication: 2021

Volume: 387

Type: Article

DOI: 10.1016/J.CAM.2019.112518 GOOGLE SCHOLAR
Data source: Scopus