A note on the numerical resolution of Heston PDEs
Crossref DOI link: https://doi.org/10.1007/s11587-020-00499-4
Published Online: 2020-03-11
Published Print: 2020-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cuomo, Salvatore
Di Somma, Vittorio
Sica, Federica
Text and Data Mining valid from 2020-03-11
Version of Record valid from 2020-03-11
Article History
Received: 17 November 2019
Revised: 14 February 2020
First Online: 11 March 2020