Finite element method Heston model matlab code




File list:
HestonFEM
........\Basics.cpp
........\Basics.h
........\CGS.cpp
........\CGS.h
........\FEM.cpp
........\FEM.h
........\Final.vcproj
........\Final_Main.cpp
........\HestonClosedForm.cpp
........\HestonClosedForm.h
........\MeshGenerator.cpp
........\MeshGenerator.h
........\MGMRES.cpp
........\MGMRES.h
........\Parameter.h
Release
......\Final.exe
......\MakePlot.m
Final.sln
Final.suo