A. Clevenhaus
Results
![An ADI Sparse Grid Method for Pricing Efficiently American Options under the Heston Model](https://global-sci.com/images/articles/73013.png?w=270&h=&fit=&c=2&assets_cache=20241112061553&bg=white)
Journal Article
An ADI Sparse Grid Method for Pricing Efficiently American Options under the Heston Model
Advances in Applied Mathematics and Mechanics, Vol. 13 (2021), Iss. 6 : pp. 1384–1397
Journal Article
Advances in Applied Mathematics and Mechanics, Vol. 13 (2021), Iss. 6 : pp. 1384–1397