Reduced-Order Modeling for Heston Stochastic Volatility Model
From MaRDI portal
Publication:6503255
zbMatharXiv:1611.06097MaRDI QIDQ6503255
Murat Uzunca, Bülent Karasözen, Sinem Kozpınar
Publication date: 1 January 1
Financial applications of other theories (91G80) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
This page was built for publication: Reduced-Order Modeling for Heston Stochastic Volatility Model