An Exploration of a Balanced Up-Downwind Scheme for Solving Heston Volatility Model Equations on Variable Grids.

Chong Sun Qin Sheng

Published in: Algorithms (2019)

Keyphrases

mathematical model
experimental data
formal model
data sets
theoretical analysis
computational model
theoretical framework
statistical model
similarity measure
bayesian networks
prior knowledge
management system
conceptual model
sensitivity analysis
hybrid model
analytical model