A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model

Date
2017
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Subject(s)
discontinuous Galerkin method
Citation
Item identifier
https://dspace.tul.cz/handle/15240/31630
 https://doi.org/10.1063/1.5013965
ISSN
0094-243X
ISBN
978-0-7354-1602-4
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