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, (Summary Text)

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