Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model

T Socaciu - BRAND. Broad Research in Accounting, Negotiation …, 2010 - edusoft.ro
Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model Page 1
BRAND. Broad Research in Accounting, Negotiation, and Distribution ISSN 2067-8177, Volume …

[인용][C] PARALLEL ALGORITHMS FOR MERTON-GARMAN LIKE PDE WITH DOMAIN DECOMPOSITION

T Socaciu, C Iosif

[인용][C] SERIAL AND PARALLEL ALGORITHMS FOR TetrahedronICAL decomposition with Schur method for Merton-Garman like PDE on financial derivatives pricing

[인용][C] SERIAL AND PARALLEL ALGORITHMS FOR TRIANGULAR DECOMPOSITION WITH SCHUR METHOD FOR BLACK-SCHOLES LIKE PDE ON FINANCIAL …

T Socaciu, C Iosif