Implicit-explicit scheme combined with wavelets for pricing European options

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dc.contributor.authorFiněk Václavcs
dc.date.accessioned2020-06-08T09:40:16Z
dc.date.available07-35-2019en
dc.date.available2020-06-08T09:40:16Z
dc.date.issued2018cs
dc.date.updated18-37-2019en
dc.format.extent4cs
dc.identifier.isbn978-80-7435-678-0cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/155684
dc.language.isoengcs
dc.publisherUNIV HRADEC KRALOVEcs
dc.publisher.cityHradec Kralove, CZECH REPUBLICcs
dc.relation.ispartofMATHEMATICAL METHODS IN ECONOMICS (MME 2017)en
dc.relation.ispartofseries0cs
dc.relation.urihttp://fim2.uhk.cz/mme/index.php?page=conferenceproceedingscs
dc.riv.kontrolni-cislo192058101cs
dc.riv.specifikaceRIV/46747885:24510/18:00006300!RIV19-GA0-24510___cs
dc.subjectBlack-Scholes equationcs
dc.subjectEuropean optioncs
dc.subjectwaveletscs
dc.subjectimplicit-explicit time discretizationcs
dc.titleImplicit-explicit scheme combined with wavelets for pricing European optionsen
dc.titleImplicit-explicit scheme combined with wavelets for pricing European optionscs
local.citation.epage173-176cs
local.citation.spage173-176cs
local.event.locationHradec Kralove, CZECH REPUBLICen
local.identifier.publikace6300
local.identifier.wok427151400030en
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