A discontinuous Galerkin method for pricing of two-asset options

Simple item page
dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2018-09-25T12:09:54Z
dc.date.available2018-09-25T12:09:54Z
dc.date.issued2016cs
dc.format.extent6cs
dc.identifier.isbn978-80-261-0539-8cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/30571
dc.language.isoengcs
dc.publisherUniversity of West Bohemiacs
dc.publisher.cityPLZENcs
dc.relation.ispartofseries1cs
dc.relation.urihttp://mme2015.zcu.cz/downloads/MME_2015_proceedings.pdfcs
dc.subjectoption pricingcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subject2D Black-Scholes equationcs
dc.subjectbasket optionscs
dc.subjectnumerical solutioncs
dc.titleA discontinuous Galerkin method for pricing of two-asset optionscs
local.citation.epage273-278cs
local.citation.spage273-278cs
local.identifier.publikace4019
local.identifier.wok000387898900047en
Files
Collections