KARASÖZEN, B. Et Al. 2016. Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements. Vienna Congress on Mathematical Finance , (Viyana, Austria).

KARASÖZEN, B., KOZPINAR SARI, S., & Okur, Y. Y., (2016). Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements . Vienna Congress on Mathematical Finance, Viyana, Austria

KARASÖZEN, BÜLENT, SİNEM KOZPINAR SARI, And Yeliz Yolcu Okur. "Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements," Vienna Congress on Mathematical Finance, Viyana, Austria, 2016

KARASÖZEN, BÜLENT Et Al. "Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements." Vienna Congress on Mathematical Finance , Viyana, Austria, 2016

KARASÖZEN, B. KOZPINAR SARI, S. And Okur, Y. Y. (2016) . "Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements." Vienna Congress on Mathematical Finance , Viyana, Austria.

@conferencepaper{conferencepaper, author={BÜLENT KARASÖZEN Et Al. }, title={Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements}, congress name={Vienna Congress on Mathematical Finance}, city={Viyana}, country={Austria}, year={2016}}