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

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2018-09-25T12:09:54Z
dc.date.available2018-09-25T12:09:54Z
dc.date.issued2016cs
dc.format.extent11cs
dc.identifier.isbn978-80-248-3865-6cs
dc.identifier.issn2336-162Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/30572
dc.language.isoengcs
dc.publisherVSB TU Ostravacs
dc.publisher.cityOstravacs
dc.relation.ispartofseries1cs
dc.subjectOption pricingcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectbasket optioncs
dc.subjectbarrier optioncs
dc.subjectdiscrete monitoringcs
dc.titleNumerical pricing of European basket options with discrete barrier via the discontinuous Galerkin methodcs
local.citation.epage385-395cs
local.citation.spage385-395cs
local.identifier.publikace4020
local.identifier.wok000376799500044en
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