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Pricing European and American options under Heston model using discontinuous Galerkin finite elements.
Sinem Kozpinar
Murat Uzunca
Bülent Karasözen
Published in:
Math. Comput. Simul. (2020)
Keyphrases
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finite element
statistical model
high level
probabilistic model
artificial neural networks
prior knowledge
computational model
united states
formal model
image sequences
similarity measure
cost function
theoretical framework
experimental data
optimization method