The Derivation of a Multiquadric Variant Solver for the Three-Dimensional Heston-Hull-White PDE
The Heston-Hull-White (HHW) model is a generalization of the classical Heston approach that incorporates stochastic interest rates, making it a more accurate representation of financial markets. In this work, we investigate a computational procedure via a three-dimensional partial differential equat...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-03-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/14/4/231 |
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