The discontinuous Galerkin method for discretely observed Asian options
dc.contributor.author | Hozman Jiří | cs |
dc.contributor.author | Tichý Tomáš | cs |
dc.date.accessioned | 2022-01-29T18:18:35Z | |
dc.date.available | 31-32-2021 | en |
dc.date.available | 2022-01-29T18:18:35Z | |
dc.date.issued | 2020-01-01 | cs |
dc.format.extent | 21 | cs |
dc.identifier.doi | 10.1002/mma.6160 | |
dc.identifier.issn | 0170-4214 | cs |
dc.identifier.uri | https://dspace.tul.cz/handle/15240/161939 | |
dc.language.iso | eng | cs |
dc.publisher | John Wiley & Sons, Ltd. | cs |
dc.publisher.city | Hoboken | cs |
dc.relation.ispartof | Mathematical Methods in the Applied Sciences | en |
dc.relation.uri | https://onlinelibrary.wiley.com/doi/full/10.1002/mma.6160 | cs |
dc.riv.kontrolni-cislo | 192273700 | cs |
dc.riv.specifikace | RIV/46747885:24510/20:00008636!RIV21-MSM-24510___ | cs |
dc.subject | American-style options | cs |
dc.subject | Asian options | cs |
dc.subject | discontinuous Galerkin method | cs |
dc.subject | discrete sampling | cs |
dc.subject | option pricing | cs |
dc.subject | penalty method | cs |
dc.title | The discontinuous Galerkin method for discretely observed Asian options | en |
dc.title | The discontinuous Galerkin method for discretely observed Asian options | cs |
local.citation.epage | 7726-7746 | cs |
local.citation.spage | 7726-7746 | cs |
local.identifier.publikace | 8636 | |
local.relation.issue | 13 | cs |