vincent27hugh/FEM_Heston_Model

We apply Finite Element Method (FEM) for option pricing problem under Heston's Model.

GitHub repository with 9 stars and 2 forks.

Language: MATLAB

Topics: finite-element-methods, option-pricing, black-scholes, fem, heston-model

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2026-06-05: 9 stars and 2 forks.

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