Adaptive Wavelet Method for Pricing Two-Asset Asian Options with Floating Strike

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dc.contributor.authorČerná Danacs
dc.date.accessioned2018-09-25T12:17:13Z
dc.date.available2018-09-25T12:17:13Z
dc.date.issued2017cs
dc.format.extent8cs
dc.identifier.doi10.1063/1.5013960
dc.identifier.isbn978-0-7354-1602-4cs
dc.identifier.issn0094-243Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31637
dc.language.isoengcs
dc.publisherAmerican Institute of Physicscs
dc.publisher.cityMelvillecs
dc.relation.ispartofseries0cs
dc.relation.urihttps://doi.org/10.1063/1.5013960cs
dc.subjectadaptive wavelet methodcs
dc.subjectAsian optioncs
dc.titleAdaptive Wavelet Method for Pricing Two-Asset Asian Options with Floating Strikeen
dc.titleAdaptive Wavelet Method for Pricing Two-Asset Asian Options with Floating Strikecs
local.identifier.publikace5101
local.identifier.wok000423866900023en
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