Pricing European and American options under Heston model using discontinuous Galerkin finite elements

From MaRDI portal
Publication:1998136

DOI10.1016/j.matcom.2020.05.022OpenAlexW2806674963WikidataQ114149979 ScholiaQ114149979MaRDI QIDQ1998136

Sinem Kozpınar, Murat Uzunca, Bülent Karasözen

Publication date: 6 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.08381



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (3)



Cites Work


This page was built for publication: Pricing European and American options under Heston model using discontinuous Galerkin finite elements