Valuation of Options under Heston Stochastic Volatility Model Using Wavelets

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dc.contributor.authorČerná Danacs
dc.contributor.authorFiněk Václavcs
dc.date.accessioned2020-06-08T09:40:15Z
dc.date.available07-54-2019en
dc.date.available2020-06-08T09:40:15Z
dc.date.issued2018-01-01cs
dc.date.updated16-44-2019en
dc.format.extent5cs
dc.identifier.doi10.1109/MCSI.2017.12
dc.identifier.isbn978-1-5386-2820-1cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/155682
dc.language.isoengcs
dc.publisherIEEEcs
dc.publisher.cityNEW YORK, USAcs
dc.relation.ispartof2017 FOURTH INTERNATIONAL CONFERENCE ON MATHEMATICS AND COMPUTERS IN SCIENCES AND IN INDUSTRY (MCSI)en
dc.relation.ispartofseries0cs
dc.relation.urihttps://ieeexplore.ieee.org/document/8326808cs
dc.riv.kontrolni-cislo192058099cs
dc.riv.specifikaceRIV/46747885:24510/18:00006298!RIV19-GA0-24510___cs
dc.subjectHeston modelcs
dc.subjectstochastic volatilitycs
dc.subjectoption pricingcs
dc.subjectwaveletscs
dc.subjectadaptive methodcs
dc.subjectEuropean call optioncs
dc.titleValuation of Options under Heston Stochastic Volatility Model Using Waveletsen
dc.titleValuation of Options under Heston Stochastic Volatility Model Using Waveletscs
local.citation.epage16-20cs
local.citation.spage16-20cs
local.event.locationCorfu, GREECEen
local.identifier.publikace6298
local.identifier.wok452189900003en
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