A discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatility

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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.doi10.1063/1.4968449
dc.identifier.isbn978-0-7354-1453-2cs
dc.identifier.issn0094-243Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31629
dc.language.isoengcs
dc.publisher.cityMelvillecs
dc.relation.ispartofseries1cs
dc.relation.urihttps://doi.org/10.1063/1.4968449cs
dc.subjectdiscontinuous Galerkin methodcs
dc.titleA discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatilityen
dc.titleA discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatilitycs
local.identifier.publikace5093
local.identifier.wok000399215200028en
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