Comparison of several alternatives to numerical pricing of options

Date
2017
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
VŠB - Technical University of Ostrava
Abstract
Description
Subject(s)
Option pricing, BS model, numerical approximation, discontinuous Galerkin method, Fuzzy transform
Citation
Item identifier
https://dspace.tul.cz/handle/15240/156634
ISSN
2336-162X
ISBN
978-80-248-4138-0
Collections