Author: Hozman, Jiří
-
Hozman, Jiří; Tichý, Tomáš:
DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike.
(English).
Applications of Mathematics,
vol. 62
(2017),
issue 2,
pp. 171-195
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Hozman, Jiří; Tichý, Tomáš:
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike.
(English).
Applications of Mathematics,
vol. 62
(2017),
issue 6,
pp. 607-632
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