Title |
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On multistep stabilizing correction splitting methods with applications to the Heston Model
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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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SIAM journal on scientific computing. - Philadelphia, Pa |
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Publication |
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Philadelphia, Pa : 2018
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ISSN |
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1064-8275
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Volume/pages |
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40:3(2018), p. A1408-A1429
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ISI |
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000436986000029
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Full text (Publisher's DOI) |
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Full text (open access) |
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