Adaptive wavelet method for pricing options under the Stein-Stein stochastic volatility model

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dc.contributor.authorČerná Danacs
dc.date.accessioned2020-06-08T09:49:26Z
dc.date.available05-44-2020en
dc.date.available2020-06-08T09:49:26Z
dc.date.issued2017cs
dc.date.updated16-08-2020en
dc.format.extent8cs
dc.identifier.issn2336-162Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/156578
dc.language.isoengcs
dc.publisherVSB-TECH UNIV OSTRAVAcs
dc.publisher.cityOSTRAVA, CZECH REPUBLICcs
dc.relation.ispartofFINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE,en
dc.relation.ispartofseries1cs
dc.relation.urihttps://www.ekf.vsb.cz/frpfi-history/en/2017/conference_proceedings/cs
dc.riv.kontrolni-cislo192152031cs
dc.riv.specifikaceRIV/46747885:24510/17:00007364!RIV20-GA0-24510___cs
dc.subjectStein-Stein modelcs
dc.subjectEuropean optioncs
dc.subjectwaveletscs
dc.subjectadaptive wavelet methodcs
dc.subjectlinear spline waveletcs
dc.subjectvanilla optioncs
dc.subjectstochastic volatilitycs
dc.titleAdaptive wavelet method for pricing options under the Stein-Stein stochastic volatility modelen
dc.titleAdaptive wavelet method for pricing options under the Stein-Stein stochastic volatility modelcs
local.citation.epage165-172cs
local.citation.spage165-172cs
local.event.locationOstrava, CZECH REPUBLICen
local.identifier.publikace7364
local.identifier.wok508278200019en
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