Pricing of Options on European CO2 Allowance Futures using Discontinous Galerkin Method
| dc.contributor.author | Hozman Jiří | cs |
| dc.contributor.author | Tichý Tomáš | cs |
| dc.date.accessioned | 2022-01-29T18:18:35Z | |
| dc.date.available | 31-44-2021 | en |
| dc.date.available | 2022-01-29T18:18:35Z | |
| dc.date.issued | 2020-01-01 | cs |
| dc.format.extent | 7 | cs |
| dc.identifier.issn | 1311-5065 | cs |
| dc.identifier.uri | https://dspace.tul.cz/handle/15240/161938 | |
| dc.language.iso | eng | cs |
| dc.publisher | SciBulCom Ltd. | cs |
| dc.publisher.city | Sofia | cs |
| dc.relation.ispartof | Journal of Environmental Protection and Ecology | en |
| dc.relation.uri | http://www.jepe-journal.info/ | cs |
| dc.riv.kontrolni-cislo | 192273699 | cs |
| dc.riv.specifikace | RIV/46747885:24510/20:00008635!RIV21-MSM-24510___ | cs |
| dc.subject | carbon allowance derivative | cs |
| dc.subject | futures options | cs |
| dc.subject | European call | cs |
| dc.subject | carbon pricing equation | cs |
| dc.subject | discontinuous Galerkin method | cs |
| dc.subject | experimental analysis | cs |
| dc.subject | numerical solution | cs |
| dc.title | Pricing of Options on European CO2 Allowance Futures using Discontinous Galerkin Method | en |
| dc.title | Pricing of Options on European CO2 Allowance Futures using Discontinous Galerkin Method | cs |
| local.citation.epage | 1639-1645 | cs |
| local.citation.spage | 1639-1645 | cs |
| local.identifier.publikace | 8635 | |
| local.relation.issue | 5 | cs |