On the Discontinuous Galerkin Method for Numerical Pricing of Basket Spread Options with the Average Strike

Simple item page
dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2018-09-25T12:17:09Z
dc.date.available2018-09-25T12:17:09Z
dc.date.issued2017cs
dc.format.extent4cs
dc.identifier.doi10.1063/1.4992301
dc.identifier.isbn978-0-7354-1538-6cs
dc.identifier.issn0094-243Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31627
dc.language.isoengcs
dc.publisher.cityMelvillecs
dc.relation.ispartofseries1cs
dc.relation.urihttps://doi.org/10.1063/1.4992301cs
dc.subjectoption pricingcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectspread optioncs
dc.titleOn the Discontinuous Galerkin Method for Numerical Pricing of Basket Spread Options with the Average Strikeen
dc.titleOn the Discontinuous Galerkin Method for Numerical Pricing of Basket Spread Options with the Average Strikecs
local.identifier.publikace5091
local.identifier.wok000410159800146en
Files
Collections