A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2018-09-25T12:17:10Z
dc.date.available2018-09-25T12:17:10Z
dc.date.issued2017cs
dc.format.extent7cs
dc.identifier.doi10.1063/1.5013965
dc.identifier.isbn978-0-7354-1602-4cs
dc.identifier.issn0094-243Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31630
dc.language.isoengcs
dc.publisher.cityMelvillecs
dc.relation.ispartofseries1cs
dc.relation.urihttps://doi.org/10.1063/1.5013965cs
dc.subjectdiscontinuous Galerkin methodcs
dc.titleA DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing modelen
dc.titleA DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing modelcs
local.identifier.publikace5094
local.identifier.wok000423866900028en
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