"Pricing European and American options under Heston model using ..."

Sinem Kozpinar, Murat Uzunca, Bülent Karasözen (2020)

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DOI: 10.1016/J.MATCOM.2020.05.022

access: closed

type: Journal Article

metadata version: 2023-08-28

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Sinem Kozpinar, Murat Uzunca, Bülent Karasözen:
Pricing European and American options under Heston model using discontinuous Galerkin finite elements. Math. Comput. Simul. 177: 568-587 (2020)

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