Browsing Publikace 2019 by Subject "35Q91"

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Browsing Publikace 2019 by Subject "35Q91"

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  • Hozman, Jiří; Tichý, Tomáš; Vlasák, Miloslav (Springer Heidelberg, 2019)
    Under real market conditions, there exist many cases when it is inevitable to adopt numerical approximations of option prices due to non-existence of analytical formulae. Obviously, any numerical technique should be tested ...

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