Option pricing under the Kou jump-diffusion model: A DG approach

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International Conference on Application of Mathematics in Engineering and Economics (45. : 2019 : Sozopol) Proceedings of the 45th International Conference on Application of Mathematics in Engineering and Economics (AMEE'19)
1. Verfasser: Hozman, Jirí (VerfasserIn)
Weitere Verfasser: Tichy, Tomás (VerfasserIn)
Pages:45
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Vragov boundary value problem for a high order equation of mixed-composite type 2019 Fedorov, Valery E.
Vragov boundary value problem with integral boundary condition for a mixed type equation 2019 Egorov, Ivan E.
Parabolic equations with changing time direction 2019 Egorov, Ivan E.
Instability of solitary waves for the generalized Klein-Gordon-Hartree equation 2019 Kostadinov, Boyan
On hydrodynamic instabilities qua nonequilibrium phase transitions 2019 Radkevich, E. V.
GeoGebra book containing worksheets for Monge projection 2019 Pirklová, Petra
Generalized net model of a system for quality assurance in higher education 2019 Hadzhikoleva, Stanka
The mathematical modeling of the equation of Duffing with applications for master degree students — Part II 2019 Petrova, Z.
Factors affecting the attitude of university professors towards the use of electronic resources in the education of disabled students 2019 Yovkova, Blagovesna
Homoclinic solutions for fractional Hamiltonian systems via variational method 2019 Cabada, Alberto
Fractional calculus of some “new” but not new special functions: K-, multi-index-, and S-analogues 2019 Kiryakova, Virginia
Applications of the double fuzzy Sumudu transform for solving Volterra fuzzy integral equations 2019 Alidema, Artan
2D problems in magneto-electro-elastic materials with a nano-crack 2019 Stoynov, Y.
Multiple solutions of fractional difference equations with nonlocal conditions 2019 Dimitrov, Nikolay D.
Existence results for a class of fourth order difference equations with sign-changing nonlinearity 2019 Dimitrov, Nikolay D.
Integrally-consistent techniques for modeling of magneto-hydrodynamic phenomena in gravitationally-bounded structures 2019 Poveshchenko, Y. A.
Optimization of location of injection wells in an open geothermal system 2019 Vaganova, N. A.
Development of FEM programs for assessing the risk of electrical breakdown of devices operating in high humidity conditions 2019 Sachkov, Igor N.
Inverse problems in voting theory 2019 Konstantinov, Mihail
Architecture of a module for geolocation of objects from the cultural and historical heritage 2019 Petkov, Alexander
Alle Artikel auflisten