DG method for the Hull-White option pricing model

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dc.contributor.author Hozman Jiří cs
dc.contributor.author Tichý Tomáš cs
dc.date.accessioned 2020-06-08T09:49:58Z
dc.date.available 17-33-2020 en
dc.date.available 2020-06-08T09:49:58Z
dc.date.issued 2017 cs
dc.identifier.isbn 978-80-248-4138-0 cs
dc.identifier.issn 2336-162X cs
dc.identifier.uri https://dspace.tul.cz/handle/15240/156633
dc.format.extent 8 cs
dc.language.iso eng cs
dc.publisher VŠB - Technical University of Ostrava cs
dc.relation.ispartof FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III en
dc.relation.ispartofseries 0 cs
dc.relation.uri https://www.ekf.vsb.cz/share/static/ekf/www.ekf.vsb.cz/export/sites/ekf/frpfi/.content/galerie-souboru/2017/proceedings/Part_II_final.pdf cs
dc.subject Option pricing cs
dc.subject stochastic volatility cs
dc.subject Hull-White model cs
dc.subject discontinuous Galerkin method cs
dc.subject Crank-Nicolson scheme cs
dc.title DG method for the Hull-White option pricing model cs
dc.date.updated 17-32-2020 en
local.identifier.wok 508278200038 en
local.citation.spage 320-327 cs
local.citation.epage 320-327 cs
local.event.location Ostrava en
dc.publisher.city Ostrava cs
local.identifier.publikace 7430
dc.riv.specifikace RIV/46747885:24510/17:00007430!RIV20-GA0-24510___ cs
dc.riv.kontrolni-cislo 192152032 cs


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