Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options
dc.contributor.author | Kresta Aleš | cs |
dc.contributor.author | Hozman Jiří | cs |
dc.contributor.author | Holčapek Michal | cs |
dc.contributor.author | Tichý Tomáš | cs |
dc.contributor.author | Valášek Radek | cs |
dc.date.accessioned | 2022-01-29T18:18:40Z | |
dc.date.available | 01-52-2021 | en |
dc.date.available | 2022-01-29T18:18:40Z | |
dc.date.issued | 2018-01-01 | cs |
dc.format.extent | 14 | cs |
dc.identifier.issn | 2008-1189 | cs |
dc.identifier.uri | https://dspace.tul.cz/handle/15240/161945 | |
dc.language.iso | eng | cs |
dc.publisher | IRANIAN SOCIETY OF OPERATIONS RESEARCH | cs |
dc.publisher.city | Tehran | cs |
dc.relation.ispartof | Iranian Journal of Operations Research (IJOR) | en |
dc.relation.uri | http://iors.ir/journal/article-1-589-en.pdf | cs |
dc.riv.kontrolni-cislo | 192244758 | cs |
dc.riv.specifikace | RIV/46747885:24510/18:00008642!RIV21-GA0-24510___ | cs |
dc.subject | Black and Scholes model | cs |
dc.subject | numerical methods | cs |
dc.subject | option valuation | cs |
dc.subject | the Greeks | cs |
dc.title | Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options | en |
dc.title | Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options | cs |
local.citation.epage | 81-94 | cs |
local.citation.spage | 81-94 | cs |
local.identifier.publikace | 8642 | |
local.relation.issue | 2 | cs |