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A discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatility
A discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatility
Date
2017
Authors
Hozman Jiří
Tichý Tomáš
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Subject(s)
discontinuous Galerkin method
Citation
Item identifier
https://dspace.tul.cz/handle/15240/31629
https://doi.org/10.1063/1.4968449
ISSN
0094-243X
ISBN
978-0-7354-1453-2
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