Pages that link to "Item:Q1998136"
From MaRDI portal
The following pages link to Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136):
Displaying 5 items.
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
- European option pricing under the log mean-reverting jump diffusion stochastic volatility model (Q6654087) (← links)
