DG solver for one-factor and two-factor Black-Scholes models

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2020-06-08T09:49:59Z
dc.date.available17-58-2020en
dc.date.available2020-06-08T09:49:59Z
dc.date.issued2016cs
dc.date.updated17-32-2020en
dc.format.extent10cs
dc.identifier.isbn978-80-248-3994-3cs
dc.identifier.issn2464-6970cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/156635
dc.language.isoengcs
dc.publisherVŠB - Technical University of Ostravacs
dc.publisher.cityOstravacs
dc.relation.ispartofMANAGING AND MODELLING OF FINANCIAL RISKS, 8TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I &amp IIen
dc.relation.ispartofseries0cs
dc.relation.urihttps://www.ekf.vsb.cz/share/static/ekf/www.ekf.vsb.cz/export/sites/ekf/mmfr-history/.content/galerie-dokumentu/2018/Proceedings/Part_I_finalni.pdfcs
dc.riv.kontrolni-cislo192152030cs
dc.riv.specifikaceRIV/46747885:24510/16:00007432!RIV20-GA0-24510___cs
dc.subjectOption pricingcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectBlack-Scholes modelcs
dc.subjectsingle vanilla optioncs
dc.subjecttwo-asset optioncs
dc.titleDG solver for one-factor and two-factor Black-Scholes modelscs
local.citation.epage323-332cs
local.citation.spage323-332cs
local.event.locationOstravaen
local.identifier.publikace7432
local.identifier.wok000495792700040en
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