Review of several numerical approaches to sensitivity measurement of the Black-Scholes option prices

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.contributor.authorČerná Danacs
dc.contributor.authorKresta Alešcs
dc.date.accessioned2022-01-29T18:18:37Z
dc.date.available31-10-2021en
dc.date.available2022-01-29T18:18:37Z
dc.date.issued2019cs
dc.format.extent6cs
dc.identifier.isbn978-80-7394-760-6cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/161941
dc.language.isoengcs
dc.publisherUniversity of South Bohemia in České Budějovicecs
dc.publisher.cityČeské Budějovicecs
dc.relation.ispartof37TH INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS (MME 2019)en
dc.relation.urihttps://mme2019.ef.jcu.cz/files/conference_proceedings.pdfcs
dc.riv.kontrolni-cislo192244759cs
dc.riv.specifikaceRIV/46747885:24510/19:00008638!RIV21-GA0-24510___cs
dc.subjectoption pricingcs
dc.subjectBlack-Scholes equationcs
dc.subjectfinite differencescs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectwavelet methodcs
dc.titleReview of several numerical approaches to sensitivity measurement of the Black-Scholes option pricesen
dc.titleReview of several numerical approaches to sensitivity measurement of the Black-Scholes option pricescs
local.citation.epage362-367cs
local.citation.spage362-367cs
local.event.locationČeské Budějoviceen
local.identifier.publikace8638
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