Fourth Order Scheme for Wavelet Based Solution of Black-Scholes Equation
| dc.contributor.author | Finěk Václav | cs |
| dc.date.accessioned | 2018-09-25T12:17:26Z | |
| dc.date.available | 2018-09-25T12:17:26Z | |
| dc.date.issued | 2017-01-01 | cs |
| dc.format.extent | 4 | cs |
| dc.identifier.doi | 10.1063/1.5013963 | |
| dc.identifier.isbn | 9780735416024 | cs |
| dc.identifier.issn | 0094-243X | cs |
| dc.identifier.uri | https://dspace.tul.cz/handle/15240/31665 | |
| dc.language.iso | eng | cs |
| dc.publisher | AMER INST PHYSICS | cs |
| dc.publisher.city | MELVILLE, NY 11747-4501 USA | cs |
| dc.relation.ispartofseries | 0 | cs |
| dc.subject | options | cs |
| dc.subject | Black-Scholes equation | cs |
| dc.subject | spline-wavelets | cs |
| dc.title | Fourth Order Scheme for Wavelet Based Solution of Black-Scholes Equation | cs |
| local.identifier.publikace | 5129 |