Browsing by Author "Kresta Aleš"
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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
- ItemNumerical Pricing of American-Style Options within the Black and Scholes Framework(VŠB TU Ostrava, 2018) Hozman Jiří; Kresta Aleš; Tichý Tomáš
- ItemReview of several numerical approaches to sensitivity measurement of the Black-Scholes option prices(University of South Bohemia in České Budějovice, 2019) Hozman Jiří; Tichý Tomáš; Černá Dana; Kresta Aleš
- ItemRobust Numerical Schemes for Pricing of Selected Options(VŠB-TU Ostrava, 2018) Hozman Jiří; Holčapek Michal; Tichý Tomáš; Černá Dana; Kresta Aleš; Valášek Radek