DG solver for one-factor and two-factor Black-Scholes models

Date
2016
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
VŠB - Technical University of Ostrava
Abstract
Description
Subject(s)
Option pricing, discontinuous Galerkin method, Black-Scholes model, single vanilla option, two-asset option
Citation
Item identifier
https://dspace.tul.cz/handle/15240/156635
ISSN
2464-6970
ISBN
978-80-248-3994-3
Collections