A discontinuous Galerkin method for two-dimensional PDE models of Asian options
dc.contributor.author | Hozman Jiří | cs |
dc.contributor.author | Tichý Tomáš | cs |
dc.contributor.author | Cvejnová Daniela | cs |
dc.date.accessioned | 2018-09-25T12:09:53Z | |
dc.date.available | 2018-09-25T12:09:53Z | |
dc.date.issued | 2016 | cs |
dc.format.extent | 4 | cs |
dc.identifier.doi | 10.1063/1.4951846 | |
dc.identifier.isbn | 978-0-7354-1392-4 | cs |
dc.identifier.issn | 1551-7616 | cs |
dc.identifier.uri | https://dspace.tul.cz/handle/15240/30569 | |
dc.language.iso | eng | cs |
dc.publisher.city | Melville | cs |
dc.relation.ispartofseries | 1 | cs |
dc.relation.uri | http://dx.doi.org/10.1063/1.4951846 | cs |
dc.subject | Asian option | cs |
dc.subject | continuous average | cs |
dc.subject | discontinuous Galerkin method | cs |
dc.subject | boundary conditions | cs |
dc.subject | numerical flux | cs |
dc.title | A discontinuous Galerkin method for two-dimensional PDE models of Asian options | cs |
local.identifier.publikace | 4017 | |
local.identifier.wok | 000380803300096 | en |