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

Date
2016
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
Collections