|
|||||
|
|
A note on the numerical resolution of Heston PDEs |
|
| Authors: | Cuomo Salvatore Di Somma Vittorio Sica Federica |
| Affiliation: | 1.University of Naples, Federico II, Naples, Italy ; |
| Abstract: | Ricerche di Matematica - In this paper we aim to compare a popular numerical method with a new, recently proposed meshless approach for Heston PDE resolution. In finance, most famous models can be... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |