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
Identifier
Creation 08.10.2008
Last edited 17.06.2024
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