Reduced-order modeling for Heston stochastic volatility model (Q6906147)
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scientific article; zbMATH DE number 8115548
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| English | Reduced-order modeling for Heston stochastic volatility model |
scientific article; zbMATH DE number 8115548 |
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Reduced-order modeling for Heston stochastic volatility model (English)
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5 November 2025
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option pricing
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Heston model
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discontinuous Galerkin method
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reduced order modeling
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proper orthogonal decomposition
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dynamic mode decomposition
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