Valuation of Options in Heston's Stochastic Volatility Model Using Finite Element Methods 1

By G. Winkler, T. Apel. 2001

57 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/f697980da79b9e0ba2adaa6fa9e0f2e293bc62bd

Citations in the corpus

• ADI Schemes for Pricing American Options under the Heston Model (2013, unknown): “The cases A, B, C stem from [3, 32, 38], respectively.”