DG Method for Pricing European Options under Merton Jump-Diffusion Model

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.contributor.authorVlasák Miloslavcs
dc.date.accessioned2020-06-08T09:49:57Z
dc.date.available17-27-2020en
dc.date.available2020-06-08T09:49:57Z
dc.date.issued2019cs
dc.date.updated30-12-2020en
dc.format.extent30cs
dc.identifier.doi10.21136/AM.2019.0305-18
dc.identifier.issn0862-7940cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/156632
dc.language.isoengcs
dc.publisherInstitute of Mathematics, Czech Academy of Sciencescs
dc.publisher.cityPrahacs
dc.relation.ispartofApplications of Mathematicsen
dc.relation.ispartofseries0cs
dc.relation.urihttps://articles.math.cas.cz/10.21136/AM.2019.0305-18cs
dc.riv.kontrolni-cislo192152047cs
dc.riv.specifikaceRIV/46747885:24510/19:00007427!RIV20-GA0-24510___cs
dc.subjectoption pricingcs
dc.subjectMerton jump-diffusion modelcs
dc.subjectintegro-differential equationcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectsemi-implicit discretizationcs
dc.subjecta priori error estimatescs
dc.titleDG Method for Pricing European Options under Merton Jump-Diffusion Modelen
dc.titleDG Method for Pricing European Options under Merton Jump-Diffusion Modelcs
local.citation.epage501-530cs
local.citation.spage501-530cs
local.identifier.publikace7427
local.identifier.wok491496200002en
local.relation.issue5cs
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