| Title |
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Alternating direction implicit finite difference schemes for the Heston-Hull-White partial differential equation
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| Author |
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| Abstract |
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| Language |
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English
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| Source (journal) |
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The journal of computational finance. - London | |
| Publication |
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London : 2012
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| ISSN |
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1460-1559
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| Volume/pages |
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16:1(2012), p. 83-110
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| ISI |
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000317664500004
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| Full text (publisher's version - intranet only) |
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