Soleymani, Fazlollah An efficient numerical scheme for the solution of a stochastic volatility model including contemporaneous jumps in finance. (English) Zbl 07633873 Int. J. Comput. Methods 19, No. 7, Article ID 2141021, 27 p. (2022). MSC: 65-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zeng, Xiang-Chen; Zhu, Song-Ping A new simple tree approach for the Heston’s stochastic volatility model. (English) Zbl 1442.91118 Comput. Math. Appl. 78, No. 6, 1993-2010 (2019). MSC: 91G60 65M06 91G20 × Cite Format Result Cite Review PDF Full Text: DOI