In this video, learn how to solve boundary value differential equations using the finite difference method in Python. We break down the mathematical theory behind differential equations and transform ...
We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results