A discontinuous Galerkin method for pricing of two-asset options

Date
2016
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
University of West Bohemia
Abstract
Description
Subject(s)
option pricing, discontinuous Galerkin method, 2D Black-Scholes equation, basket options, numerical solution
Citation
Item identifier
https://dspace.tul.cz/handle/15240/30571
ISSN
ISBN
978-80-261-0539-8
Collections