Title
Valuation of options in Heston's stochastic volatility model using finite element methods Valuation of options in Heston's stochastic volatility model using finite element methods
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
bookPart
Publication
London :Risk Publications, [*]
Subject
Economics
Mathematics
Source (book)
Foreign exchange risk : models, instruments and strategies. - London, 2002
ISBN
1-899332-37-5
Carrier
E
Target language
English (eng)