Fractional Step Method for Wavelet Based Solution of Black-Scholes Equation

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dc.contributor.authorFiněk Václavcs
dc.date.accessioned2018-09-25T12:17:27Z
dc.date.available2018-09-25T12:17:27Z
dc.date.issued2017cs
dc.format.extent4cs
dc.identifier.doi10.1063/1.4968453
dc.identifier.isbn9780735414532cs
dc.identifier.issn0094-243Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31667
dc.language.isoengcs
dc.publisherAMER INST PHYSICScs
dc.publisher.cityMELVILLE, NY 11747-4501 USAcs
dc.relation.ispartofseries0cs
dc.subjectoptionscs
dc.subjectBlack-Scholes equationscs
dc.subjectsplittingcs
dc.subjectspline-waveletscs
dc.titleFractional Step Method for Wavelet Based Solution of Black-Scholes Equationcs
local.identifier.publikace5131
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