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, 1997, currens | |
Publication |
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London : 2012
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ISSN |
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1460-1559 [print]
1755-2850 [online]
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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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