Numerical pricing of European basket options with discrete barrier via the discontinuous Galerkin method

Date
2016-01-01
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
VSB TU Ostrava
Abstract
Description
Subject(s)
Option pricing, discontinuous Galerkin method, basket option, barrier option, discrete monitoring
Citation
Item identifier
https://dspace.tul.cz/handle/15240/30572
ISSN
2336-162X
ISBN
978-80-248-3865-6
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