Publication
Title
ADI FD schemes for the numerical solution of the three-dimensional Heston-Cox-Ingersoll-Ross PDE
Author
Haentjens, Tinne
Abstract
Language
English
Source (journal)
AIP conference proceedings / American Institute of Physics. - New York
Source (book)
International Conference of Numerical Analysis and Applied Mathematics, (ICNAAM), SEP 19-25, 2012, Kos, GREECE
Publication
New York
:
2012
ISBN
978-0-7354-1091-6
Volume/pages
1479(2012), p. 2195-2199
ISI
000310698100518
Full text (Publisher's DOI)
https://doi.org/10.1063/1.4756628
Full text (open access)
https://repository.uantwerpen.be/docman/irua/886aad/105243.pdf
UAntwerpen
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Research group
Applied mathematics
Publication type
P1 Proceeding
Subject
Mathematics
Physics
Affiliation
Publications with a UAntwerp address
External links
Web of Science
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Record
Identification
Creation
04.02.2013
Last edited
11.02.2020
To cite this reference
https://hdl.handle.net/10067/1052430151162165141