Numerical Pricing of American-Style Options within the Black and Scholes Framework

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorKresta Alešcs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2022-01-29T18:18:36Z
dc.date.available31-54-2021en
dc.date.available2022-01-29T18:18:36Z
dc.date.issued2018cs
dc.format.extent7cs
dc.identifier.doi10.7327/cerei.2018.12.03
dc.identifier.issn1212-3951cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/161940
dc.language.isoengcs
dc.publisherVŠB TU Ostravacs
dc.publisher.cityOstravacs
dc.relation.ispartofEkonomická revue &ndash Central European Review of Economic Issuesen
dc.relation.urihttps://www.ekf.vsb.cz/cerei/cs/aktualni-cislo/archiv/rocnik-21/index.htmlcs
dc.riv.kontrolni-cislo192273592cs
dc.riv.specifikaceRIV/46747885:24510/18:00008637!RIV21-MSM-24510___cs
dc.subjectAmerican optioncs
dc.subjectBlack and Scholes inequalitycs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectoption pricingcs
dc.subjectpenalty methodcs
dc.titleNumerical Pricing of American-Style Options within the Black and Scholes Frameworken
dc.titleNumerical Pricing of American-Style Options within the Black and Scholes Frameworkcs
local.citation.epage117-123cs
local.citation.spage117-123cs
local.identifier.publikace8637
local.relation.issue4cs
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