The discontinuous Galerkin method for discretely observed Asian options

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2022-01-29T18:18:35Z
dc.date.available31-32-2021en
dc.date.available2022-01-29T18:18:35Z
dc.date.issued2020cs
dc.format.extent21cs
dc.identifier.doi10.1002/mma.6160
dc.identifier.issn0170-4214cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/161939
dc.language.isoengcs
dc.publisherJohn Wiley &amp Sons, Ltd.cs
dc.publisher.cityHobokencs
dc.relation.ispartofMathematical Methods in the Applied Sciencesen
dc.relation.urihttps://onlinelibrary.wiley.com/doi/full/10.1002/mma.6160cs
dc.riv.kontrolni-cislo192273700cs
dc.riv.specifikaceRIV/46747885:24510/20:00008636!RIV21-MSM-24510___cs
dc.subjectAmerican-style optionscs
dc.subjectAsian optionscs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectdiscrete samplingcs
dc.subjectoption pricingcs
dc.subjectpenalty methodcs
dc.titleThe discontinuous Galerkin method for discretely observed Asian optionsen
dc.titleThe discontinuous Galerkin method for discretely observed Asian optionscs
local.citation.epage7726-7746cs
local.citation.spage7726-7746cs
local.identifier.publikace8636
local.relation.issue13cs
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