Option Pricing under the Kou Jump-Diffusion Model: a DG Approach

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2022-01-29T18:18:38Z
dc.date.available31-26-2021en
dc.date.available2022-01-29T18:18:38Z
dc.date.issued2019cs
dc.format.extent8cs
dc.identifier.doi10.1063/1.5133547
dc.identifier.isbn978-0-7354-1919-3cs
dc.identifier.issn0094-243Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/161942
dc.language.isoengcs
dc.publisherAmerican Institute of Physicscs
dc.publisher.cityMelvillecs
dc.relation.ispartofAIP Conference Proceedingsen
dc.relation.urihttps://aip.scitation.org/doi/10.1063/1.5133547cs
dc.riv.kontrolni-cislo192273606cs
dc.riv.specifikaceRIV/46747885:24510/19:00008639!RIV21-MSM-24510___cs
dc.subjectdiscontinuus Galerkin methodcs
dc.titleOption Pricing under the Kou Jump-Diffusion Model: a DG Approachen
dc.titleOption Pricing under the Kou Jump-Diffusion Model: a DG Approachcs
local.event.locationSozopolen
local.identifier.publikace8639
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