Numerical valuation of options by DG method: a study of boundary condition formulation

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2018-09-25T12:09:52Z
dc.date.available2018-09-25T12:09:52Z
dc.date.issued2016cs
dc.format.extent5cs
dc.identifier.doi10.1109/ICSSSM.2016.7538497
dc.identifier.isbn978-1-5090-2842-9cs
dc.identifier.issn2161-1890cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/30564
dc.language.isoengcs
dc.publisherInstitute of Electrical and Electronics Engineers Inc.cs
dc.publisher.cityNew Yorkcs
dc.relation.ispartofseries1cs
dc.subjectOptioncs
dc.subjectvaluationcs
dc.subjectdiscontinuous Galerkin approachcs
dc.subjectboundary conditioncs
dc.titleNumerical valuation of options by DG method: a study of boundary condition formulationcs
local.identifier.publikace4012
local.identifier.wok000390104400059en
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