On the impact of various formulations of the boundary condition within numerical option valuation by DG method
| dc.contributor.author | Hozman Jiří | cs |
| dc.contributor.author | Tichý Tomáš | cs |
| dc.date.accessioned | 2018-09-25T12:09:51Z | |
| dc.date.available | 2018-09-25T12:09:51Z | |
| dc.date.issued | 2016-01-01 | cs |
| dc.format.extent | 11 | cs |
| dc.identifier.doi | 10.2298/FIL1615253H | |
| dc.identifier.issn | 0354-5180 | cs |
| dc.identifier.uri | https://dspace.tul.cz/handle/15240/30563 | |
| dc.language.iso | eng | cs |
| dc.publisher | University of Nis | cs |
| dc.publisher.city | Nis | cs |
| dc.relation.ispartofseries | 0 | cs |
| dc.relation.uri | http://www.pmf.ni.ac.rs/pmf/publikacije/filomat/2016/30-15/30-15-27.pdf | cs |
| dc.subject | Option | cs |
| dc.subject | valuation | cs |
| dc.subject | discontinuous Galerkin approach | cs |
| dc.subject | boundary condition | cs |
| dc.title | On the impact of various formulations of the boundary condition within numerical option valuation by DG method | cs |
| local.citation.epage | 4253-4263 | cs |
| local.citation.spage | 4253-4263 | cs |
| local.identifier.publikace | 4011 | |
| local.identifier.wok | 000397262300027 | en |
| local.relation.issue | 15 | cs |