Adaptive wavelet method for pricing options under the Stein-Stein stochastic volatility model

DSpace Repository

Show simple item record

dc.contributor.author Černá Dana cs
dc.date.accessioned 2020-06-08T09:49:26Z
dc.date.available 05-44-2020 en
dc.date.available 2020-06-08T09:49:26Z
dc.date.issued 2017 cs
dc.identifier.issn 2336-162X cs
dc.identifier.uri https://dspace.tul.cz/handle/15240/156578
dc.format.extent 8 cs
dc.language.iso eng cs
dc.publisher VSB-TECH UNIV OSTRAVA cs
dc.relation.ispartof FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE, en
dc.relation.ispartofseries 1 cs
dc.relation.uri https://www.ekf.vsb.cz/frpfi-history/en/2017/conference_proceedings/ cs
dc.subject Stein-Stein model cs
dc.subject European option cs
dc.subject wavelets cs
dc.subject adaptive wavelet method cs
dc.subject linear spline wavelet cs
dc.subject vanilla option cs
dc.subject stochastic volatility cs
dc.title Adaptive wavelet method for pricing options under the Stein-Stein stochastic volatility model en
dc.title Adaptive wavelet method for pricing options under the Stein-Stein stochastic volatility model cs
dc.date.updated 16-08-2020 en
local.identifier.wok 508278200019 en
local.citation.spage 165-172 cs
local.citation.epage 165-172 cs
local.event.location Ostrava, CZECH REPUBLIC en
dc.publisher.city OSTRAVA, CZECH REPUBLIC cs
local.identifier.publikace 7364
dc.riv.specifikace RIV/46747885:24510/17:00007364!RIV20-GA0-24510___ cs
dc.riv.kontrolni-cislo 192152031 cs


Files in this item

Files Size Format View

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record

Search DSpace

Advanced Search

Browse

My Account