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"DG framework for pricing European options under one-factor stochastic ..."

Jirí Hozman, Tomás Tichý (2018)

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DOI: 10.1016/J.CAM.2018.05.064

access: closed

type: Journal Article

metadata version: 2022-10-02

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Jirí Hozman, Tomás Tichý:
DG framework for pricing European options under one-factor stochastic volatility models. J. Comput. Appl. Math. 344: 585-600 (2018)

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