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

Kozpinar, SinemUzunca, MuratKarasozen, Bulent2025-03-232025-03-2320200378-47541872-7166https://doi.org/10.1016/j.matcom.2020.05.022https://hdl.handle.net/11486/6461[No abstract available]eninfo:eu-repo/semantics/openAccessStochastic VolatilityComplementarity-ProblemsDifference SchemesConvergenceValuationPricing European and American options under Heston model using discontinuous Galerkin finite elementsArticle17756858710.1016/j.matcom.2020.05.0222-s2.0-85085262893Q1WOS:000540454700008Q1