A Note on Several Alternatives to Numerical Pricing of Options

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dc.contributor.authorTichý Tomášcs
dc.contributor.authorHozman Jiřícs
dc.contributor.authorHolčapek Michalcs
dc.date.accessioned2020-06-08T09:40:19Z
dc.date.available07-48-2019en
dc.date.available2020-06-08T09:40:19Z
dc.date.issued2017cs
dc.date.updated18-32-2019en
dc.format.extent9cs
dc.identifier.isbn978-80-7494-349-2cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/155690
dc.language.isoengcs
dc.publisherTechnical University of Libereccs
dc.publisher.cityLibereccs
dc.relation.ispartof13th International Conference on Liberec Economic Forumen
dc.relation.ispartofseries0cs
dc.relation.urihttp://lef.tul.cz/cs
dc.riv.kontrolni-cislo192058087cs
dc.riv.specifikaceRIV/46747885:24510/17:00006306!RIV19-GA0-24510___cs
dc.subjectOption pricingcs
dc.subjectnumerical methodscs
dc.subjectdiscontinuous Galerkincs
dc.subjectFuzzy transformcs
dc.titleA Note on Several Alternatives to Numerical Pricing of Optionsen
dc.titleA Note on Several Alternatives to Numerical Pricing of Optionscs
local.citation.epage381-389cs
local.citation.spage381-389cs
local.event.locationLiberecen
local.identifier.publikace6306
local.identifier.wok426486500043en
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