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


KOZPINAR S. , UZUNCA M., KARASÖZEN B.

MATHEMATICS AND COMPUTERS IN SIMULATION, vol.177, pp.568-587, 2020 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 177
  • Publication Date: 2020
  • Doi Number: 10.1016/j.matcom.2020.05.022
  • Title of Journal : MATHEMATICS AND COMPUTERS IN SIMULATION
  • Page Numbers: pp.568-587