Convergence of Crank-Nicolson scheme combined with wavelet discretization for the Black-Scholes equation

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dc.contributor.authorFiněk Václavcs
dc.date.accessioned2020-06-08T09:27:25Z
dc.date.available07-56-2019en
dc.date.available2020-06-08T09:27:25Z
dc.date.issued2018cs
dc.date.updated18-43-2019en
dc.format.extent4cs
dc.identifier.doi10.1109/MCSI.2017.53
dc.identifier.isbn978-1-5386-2820-1cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/155029
dc.language.isoengcs
dc.publisherIEEEcs
dc.publisher.cityNEW YORKcs
dc.relation.ispartof2017 Fourth International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)en
dc.relation.ispartofseries0cs
dc.relation.urihttps://ieeexplore.ieee.org/document/8326852cs
dc.riv.kontrolni-cislo192058089cs
dc.riv.specifikaceRIV/46747885:24510/18:00005615!RIV19-GA0-24510___cs
dc.subjectBlack-Scholes equationcs
dc.subjectCrank-Nicolson schemecs
dc.subjectEuropean optioncs
dc.subjectHermite cubic spline waveletscs
dc.titleConvergence of Crank-Nicolson scheme combined with wavelet discretization for the Black-Scholes equationen
dc.titleConvergence of Crank-Nicolson scheme combined with wavelet discretization for the Black-Scholes equationcs
local.citation.epage289-292cs
local.citation.spage289-292cs
local.event.locationCorfu, GREECEen
local.identifier.publikace5615
local.identifier.wok452189900047en
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