Publication
Title
ADI schemes in the numerical solution of the Heston PDE
Author
Language
English
Source (book)
Numerical analysis and applied mathematics: international conference / Simos, T.E. [edit.]
Publication
New York : American Institute of Physics, 2007
Volume/pages
p. 10-14
ISI
000250405200003
UAntwerpen
Faculty/Department
Research group
Publication type
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 08.10.2008
Last edited 28.04.2017
To cite this reference