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

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dc.authoridUzunca, Murat/0000-0001-5262-063X
dc.contributor.authorKozpinar, Sinem
dc.contributor.authorUzunca, Murat
dc.contributor.authorKarasozen, Bulent
dc.date.accessioned2025-03-23T19:40:56Z
dc.date.available2025-03-23T19:40:56Z
dc.date.issued2020
dc.departmentSinop Üniversitesi
dc.description.abstract[No abstract available]
dc.identifier.doi10.1016/j.matcom.2020.05.022
dc.identifier.endpage587
dc.identifier.issn0378-4754
dc.identifier.issn1872-7166
dc.identifier.scopus2-s2.0-85085262893
dc.identifier.scopusqualityQ1
dc.identifier.startpage568
dc.identifier.urihttps://doi.org/10.1016/j.matcom.2020.05.022
dc.identifier.urihttps://hdl.handle.net/11486/6461
dc.identifier.volume177
dc.identifier.wosWOS:000540454700008
dc.identifier.wosqualityQ1
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherElsevier
dc.relation.ispartofMathematics and Computers in Simulation
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WOS_20250323
dc.subjectStochastic Volatility
dc.subjectComplementarity-Problems
dc.subjectDifference Schemes
dc.subjectConvergence
dc.subjectValuation
dc.titlePricing European and American options under Heston model using discontinuous Galerkin finite elements
dc.typeArticle

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