DG framework for pricing European options under one-factor stochastic volatility models
- 1 December 2018
- journal article
- research article
- Published by Elsevier BV in Journal of Computational and Applied Mathematics
- Vol. 344, 585-600
- https://doi.org/10.1016/j.cam.2018.05.064
Abstract
No abstract availableKeywords
Funding Information
- Czech Science Foundation (GAČR), Czech RepublicCzech Science Foundation (GAČR), Czech Republic (16-09541S)
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