Comparison of several alternatives to numerical pricing of options
dc.contributor.author | Tichý Tomáš | cs |
dc.contributor.author | Holčapek Michal | cs |
dc.contributor.author | Hozman Jiří | cs |
dc.contributor.author | Kresta Aleš | cs |
dc.date.accessioned | 2020-06-08T09:49:59Z | |
dc.date.available | 17-41-2020 | en |
dc.date.available | 2020-06-08T09:49:59Z | |
dc.date.issued | 2017 | cs |
dc.date.updated | 17-31-2020 | en |
dc.format.extent | 6 | cs |
dc.identifier.isbn | 978-80-248-4138-0 | cs |
dc.identifier.issn | 2336-162X | cs |
dc.identifier.uri | https://dspace.tul.cz/handle/15240/156634 | |
dc.language.iso | eng | cs |
dc.publisher | VŠB - Technical University of Ostrava | cs |
dc.publisher.city | Ostrava | cs |
dc.relation.ispartof | FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III | en |
dc.relation.ispartofseries | 0 | cs |
dc.relation.uri | https://www.ekf.vsb.cz/share/static/ekf/www.ekf.vsb.cz/export/sites/ekf/frpfi/.content/galerie-souboru/2017/proceedings/Part_III_b.pdf | cs |
dc.riv.kontrolni-cislo | 192152033 | cs |
dc.riv.specifikace | RIV/46747885:24510/17:00007431!RIV20-GA0-24510___ | cs |
dc.subject | Option pricing | cs |
dc.subject | BS model | cs |
dc.subject | numerical approximation | cs |
dc.subject | discontinuous Galerkin method | cs |
dc.subject | Fuzzy transform | cs |
dc.title | Comparison of several alternatives to numerical pricing of options | cs |
local.citation.epage | 851-856 | cs |
local.citation.spage | 851-856 | cs |
local.event.location | Ostrava | en |
local.identifier.publikace | 7431 | |
local.identifier.wok | 508278200104 | en |