Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements

KARASÖZEN B., KOZPINAR SARI S., Okur Y. Y.

Vienna Congress on Mathematical Finance, Viyana, Austria, 12 - 14 September 2016

  • Publication Type: Conference Paper / Summary Text
  • City: Viyana
  • Country: Austria
  • Middle East Technical University Affiliated: Yes