Browsing by Author "Valášek Radek"
Now showing 1 - 3 of 3
Results Per Page
Sort Options
- 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
- 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