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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
2017-01-01
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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