Publisher
Oxford University Press (OUP)
Cited by
71 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Understanding Heat Diffusion Solvers for Electronic and Microelectronic Engineers;2023 24th International Conference on Electronic Packaging Technology (ICEPT);2023-08-08
2. ADI schemes for valuing European options under the Bates model;Applied Numerical Mathematics;2018-08
3. On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model;SIAM Journal on Scientific Computing;2018-01
4. Two-Asset Options;Numerical Partial Differential Equations in Finance Explained;2017
5. Application of Operator Splitting Methods in Finance;Splitting Methods in Communication, Imaging, Science, and Engineering;2016