Robust Numerical Schemes for Pricing of Selected Options
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Date
2018
Journal Title
Journal ISSN
Volume Title
Publisher
VŠB-TU Ostrava
Abstract
Description
Subject(s)
Black8211, Scholes equation, discontinuous Galerkin method, fuzzy transform, option pricing, wavelet method
Citation
Item identifier
ISSN
ISBN
978-80-248-4269-1