A discontinuous Galerkin method for two-dimensional PDE models of Asian options

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.contributor.authorCvejnová Danielacs
dc.date.accessioned2018-09-25T12:09:53Z
dc.date.available2018-09-25T12:09:53Z
dc.date.issued2016-01-01cs
dc.format.extent4cs
dc.identifier.doi10.1063/1.4951846
dc.identifier.isbn978-0-7354-1392-4cs
dc.identifier.issn1551-7616cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/30569
dc.language.isoengcs
dc.publisher.cityMelvillecs
dc.relation.ispartofseries1cs
dc.relation.urihttp://dx.doi.org/10.1063/1.4951846cs
dc.subjectAsian optioncs
dc.subjectcontinuous averagecs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectboundary conditionscs
dc.subjectnumerical fluxcs
dc.titleA discontinuous Galerkin method for two-dimensional PDE models of Asian optionscs
local.identifier.publikace4017
local.identifier.wok000380803300096en
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