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On the Discontinuous Galerkin Method for Numerical Pricing of Basket Spread Options with the Average Strike
On the Discontinuous Galerkin Method for Numerical Pricing of Basket Spread Options with the Average Strike
Date
2017
Authors
Hozman Jiří
Tichý Tomáš
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Subject(s)
option pricing
,
discontinuous Galerkin method
,
spread option
Citation
Item identifier
https://dspace.tul.cz/handle/15240/31627
https://doi.org/10.1063/1.4992301
ISSN
0094-243X
ISBN
978-0-7354-1538-6
Collections
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