Publication
Title
On multistep stabilizing correction splitting methods with applications to the Heston Model
Author
Abstract
Language
English
Source (journal)
SIAM journal on scientific computing. - Philadelphia, Pa
Publication
Philadelphia, Pa : 2018
ISSN
1064-8275
Volume/pages
40:3(2018), p. A1408-A1429
ISI
000436986000029
Full text (Publisher's DOI)
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 16.05.2018
Last edited 29.09.2018
To cite this reference