Browsing by Author "Holčapek Michal"
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- ItemComparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options(IRANIAN SOCIETY OF OPERATIONS RESEARCH, 2018) Kresta Aleš; Hozman Jiří; Holčapek Michal; Tichý Tomáš; Valášek Radek
- ItemComparison of several alternatives to numerical pricing of options(VŠB - Technical University of Ostrava, 2017) Tichý Tomáš; Holčapek Michal; Hozman Jiří; Kresta Aleš
- ItemA Note on Several Alternatives to Numerical Pricing of Options(Technical University of Liberec, 2017) Tichý Tomáš; Hozman Jiří; Holčapek Michal
- ItemReview of modern numerical methods for a simple vanilla option pricing problem(VŠB TU Ostrava, 2018) Hozman Jiří; Černá Dana; Holčapek Michal; Tichý Tomáš; Valášek Radek
- ItemRobust Numerical Schemes for Pricing of Selected Options(VŠB-TU Ostrava, 2018) Hozman Jiří; Holčapek Michal; Tichý Tomáš; Černá Dana; Kresta Aleš; Valášek Radek