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20122026
most citedA hybrid approach for the implementation of the Heston model

18 citations · 96 across the 20 of their papers we have counts for

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math.NA2012

Time Asymptotic High Order Schemes for Dissipative BGK Hyperbolic Systems

Denise Aregba-Driollet, Maya Briani, Roberto Natalini

We introduce a new class of finite differences schemes to approximate one dimensional dissipative semilinear hyperbolic systems with a BGK structure. Using precise analytical time-…