Author:
Hozman Jiří,Tichý Tomáš,Vlasák Miloslav
Publisher
Institute of Mathematics, Czech Academy of Sciences
Cited by
8 articles.
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1. Numerical pricing of European options under the double exponential jump-diffusion model with stochastic volatility;AIP Conference Proceedings;2023
2. Adaptive wavelet method for numerical solution of integro-differential equations;AIP Conference Proceedings;2023
3. Wavelet-Galerkin method for integro-differential equations;INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2020;2022
4. European option pricing under the CGMY model using the discontinuous Galerkin method;INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2020;2022
5. Option pricing under the Bates model using the discontinuous Galerkin method;“TOPICAL ISSUES OF THERMOPHYSICS, ENERGETICS AND HYDROGASDYNAMICS IN THE ARCTIC CONDITIONS”: Dedicated to the 85th Birthday Anniversary of Professor E. A. Bondarev;2022