DG method for the Hull-White option pricing model

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dc.contributor.authorHozman Jiřícs
dc.contributor.authorTichý Tomášcs
dc.date.accessioned2020-06-08T09:49:58Z
dc.date.available17-33-2020en
dc.date.available2020-06-08T09:49:58Z
dc.date.issued2017cs
dc.date.updated17-32-2020en
dc.format.extent8cs
dc.identifier.isbn978-80-248-4138-0cs
dc.identifier.issn2336-162Xcs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/156633
dc.language.isoengcs
dc.publisherVŠB - Technical University of Ostravacs
dc.publisher.cityOstravacs
dc.relation.ispartofFINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-IIIen
dc.relation.ispartofseries0cs
dc.relation.urihttps://www.ekf.vsb.cz/share/static/ekf/www.ekf.vsb.cz/export/sites/ekf/frpfi/.content/galerie-souboru/2017/proceedings/Part_II_final.pdfcs
dc.riv.kontrolni-cislo192152032cs
dc.riv.specifikaceRIV/46747885:24510/17:00007430!RIV20-GA0-24510___cs
dc.subjectOption pricingcs
dc.subjectstochastic volatilitycs
dc.subjectHull-White modelcs
dc.subjectdiscontinuous Galerkin methodcs
dc.subjectCrank-Nicolson schemecs
dc.titleDG method for the Hull-White option pricing modelcs
local.citation.epage320-327cs
local.citation.spage320-327cs
local.event.locationOstravaen
local.identifier.publikace7430
local.identifier.wok508278200038en
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