The valuation of discretely sampled European lookback options: a DG approach

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2020-06-08T09:40:19Z
dc.date.available07-28-2019en
dc.date.available2020-06-08T09:40:19Z
dc.date.issued2017cs
dc.date.updated18-21-2019en
dc.format.extent6cs
dc.identifier.isbn978-80-7435-678-0cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/155689
dc.language.isoengcs
dc.publisherUniverzita Hradec Královécs
dc.publisher.cityHradec Královécs
dc.relation.ispartof35TH INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS (MME 2017)en
dc.relation.ispartofseries0cs
dc.relation.urihttp://fim2.uhk.cz/mme/index.php?page=conferenceproceedingscs
dc.riv.kontrolni-cislo192058086cs
dc.riv.specifikaceRIV/46747885:24510/17:00006305!RIV19-GA0-24510___cs
dc.subjectOption pricingcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectBlack-Scholes modelcs
dc.subjectpath-dependent variablecs
dc.subjectlookback optionscs
dc.subjectdiscrete samplingcs
dc.subjectjump conditionscs
dc.titleThe valuation of discretely sampled European lookback options: a DG approachen
dc.titleThe valuation of discretely sampled European lookback options: a DG approachcs
local.citation.epage242-247cs
local.citation.spage242-247cs
local.event.locationHradec Královéen
local.identifier.publikace6305
local.identifier.wok427151400042en
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