Review of modern numerical methods for a simple vanilla option pricing problem

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorČerná Danacs
dc.contributor.authorHolčapek Michalcs
dc.contributor.authorTichý Tomášcs
dc.contributor.authorValášek Radekcs
dc.date.accessioned2020-06-08T09:40:20Z
dc.date.available07-17-2019en
dc.date.available2020-06-08T09:40:20Z
dc.date.issued2018cs
dc.date.updated18-28-2019en
dc.format.extent10cs
dc.identifier.issn1212-3951cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/155691
dc.language.isoengcs
dc.publisherVŠB TU Ostravacs
dc.publisher.cityOstravacs
dc.relation.ispartofEkonomická revue 8211 Central European Review of Economic Issuesen
dc.relation.ispartofseries0cs
dc.relation.urihttp://www.er-cerei.cz/archive/article?volume=21&ampissue=1&amppaper=336cs
dc.riv.kontrolni-cislo192058102cs
dc.riv.specifikaceRIV/46747885:24510/18:00006307!RIV19-GA0-24510___cs
dc.subjectBlack8211cs
dc.subjectScholes equationcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectfuzzy transformcs
dc.subjectoption pricingcs
dc.subjectwavelet methodcs
dc.titleReview of modern numerical methods for a simple vanilla option pricing problemen
dc.titleReview of modern numerical methods for a simple vanilla option pricing problemcs
local.citation.epage21-30cs
local.citation.spage21-30cs
local.identifier.publikace6307
local.relation.issue1cs
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