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A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ$$\beta$$ Formulation

Crossref DOI link: https://doi.org/10.1007/s10614-024-10704-3

Published Online: 2024-08-23

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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