Wavelet Method for Pricing Options with Stochastic Volatility

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dc.contributor.authorČerná Danacs
dc.date.accessioned2018-09-25T12:17:57Z
dc.date.available2018-09-25T12:17:57Z
dc.date.issued2017cs
dc.format.extent6cs
dc.identifier.isbn978-80-7435-678-0cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31738
dc.language.isoengcs
dc.publisherUniverzita Hradec Královécs
dc.publisher.cityHradec Královécs
dc.relation.ispartofseries0cs
dc.relation.urihttp://fim2.uhk.cz/mme/index.php?page=conferenceproceedingscs
dc.subjectHeston modelcs
dc.subjectstochastic volatilitycs
dc.subjectEuropean optioncs
dc.subjectwaveletscs
dc.subjectadaptive methodcs
dc.titleWavelet Method for Pricing Options with Stochastic Volatilityen
dc.titleWavelet Method for Pricing Options with Stochastic Volatilitycs
local.citation.epage96-101cs
local.citation.spage96-101cs
local.identifier.publikace5206
local.identifier.wok000427151400017en
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