Valuation of Options under Heston Stochastic Volatility Model Using Wavelets
dc.contributor.author | Černá Dana | cs |
dc.contributor.author | Finěk Václav | cs |
dc.date.accessioned | 2020-06-08T09:40:15Z | |
dc.date.available | 07-54-2019 | en |
dc.date.available | 2020-06-08T09:40:15Z | |
dc.date.issued | 2018 | cs |
dc.date.updated | 16-44-2019 | en |
dc.format.extent | 5 | cs |
dc.identifier.doi | 10.1109/MCSI.2017.12 | |
dc.identifier.isbn | 978-1-5386-2820-1 | cs |
dc.identifier.uri | https://dspace.tul.cz/handle/15240/155682 | |
dc.language.iso | eng | cs |
dc.publisher | IEEE | cs |
dc.publisher.city | NEW YORK, USA | cs |
dc.relation.ispartof | 2017 FOURTH INTERNATIONAL CONFERENCE ON MATHEMATICS AND COMPUTERS IN SCIENCES AND IN INDUSTRY (MCSI) | en |
dc.relation.ispartofseries | 0 | cs |
dc.relation.uri | https://ieeexplore.ieee.org/document/8326808 | cs |
dc.riv.kontrolni-cislo | 192058099 | cs |
dc.riv.specifikace | RIV/46747885:24510/18:00006298!RIV19-GA0-24510___ | cs |
dc.subject | Heston model | cs |
dc.subject | stochastic volatility | cs |
dc.subject | option pricing | cs |
dc.subject | wavelets | cs |
dc.subject | adaptive method | cs |
dc.subject | European call option | cs |
dc.title | Valuation of Options under Heston Stochastic Volatility Model Using Wavelets | en |
dc.title | Valuation of Options under Heston Stochastic Volatility Model Using Wavelets | cs |
local.citation.epage | 16-20 | cs |
local.citation.spage | 16-20 | cs |
local.event.location | Corfu, GREECE | en |
local.identifier.publikace | 6298 | |
local.identifier.wok | 452189900003 | en |