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"AMFR-W-methods for parabolic problems with mixed derivates. Applications ..."

Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez (2021)

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DOI: 10.1016/J.CAM.2019.112518

access: closed

type: Journal Article

metadata version: 2024-07-06

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Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model. J. Comput. Appl. Math. 387: 112518 (2021)

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