Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options

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dc.contributor.authorKresta Alešcs
dc.contributor.authorHozman Jiřícs
dc.contributor.authorHolčapek Michalcs
dc.contributor.authorTichý Tomášcs
dc.contributor.authorValášek Radekcs
dc.date.accessioned2022-01-29T18:18:40Z
dc.date.available01-52-2021en
dc.date.available2022-01-29T18:18:40Z
dc.date.issued2018cs
dc.format.extent14cs
dc.identifier.issn2008-1189cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/161945
dc.language.isoengcs
dc.publisherIRANIAN SOCIETY OF OPERATIONS RESEARCHcs
dc.publisher.cityTehrancs
dc.relation.ispartofIranian Journal of Operations Research (IJOR)en
dc.relation.urihttp://iors.ir/journal/article-1-589-en.pdfcs
dc.riv.kontrolni-cislo192244758cs
dc.riv.specifikaceRIV/46747885:24510/18:00008642!RIV21-GA0-24510___cs
dc.subjectBlack and Scholes modelcs
dc.subjectnumerical methodscs
dc.subjectoption valuationcs
dc.subjectthe Greekscs
dc.titleComparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Optionsen
dc.titleComparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Optionscs
local.citation.epage81-94cs
local.citation.spage81-94cs
local.identifier.publikace8642
local.relation.issue2cs
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