Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations

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dc.contributor.author	Arabas, Sylwester [SAP14034747]	pl
dc.contributor.author	Farhat, Ahmad	pl
dc.date.accessioned	2020-04-28T07:57:20Z
dc.date.available	2020-04-28T07:57:20Z
dc.date.issued	2020	pl
dc.identifier.issn	0377-0427	pl
dc.identifier.uri	https://ruj.uj.edu.pl/xmlui/handle/item/154722
dc.language	eng	pl
dc.rights	Dodaję tylko opis bibliograficzny	*
dc.rights.uri		*
dc.title	Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations	pl
dc.type	JournalArticle	pl
dc.description.volume	373	pl
dc.identifier.doi	10.1016/j.cam.2019.05.023	pl
dc.identifier.eissn	1879-1778	pl
dc.title.journal	Journal of Computational and Applied Mathematics	pl
dc.language.container	eng	pl
dc.affiliation	Wydział Matematyki i Informatyki : Instytut Informatyki i Matematyki Komputerowej	pl
dc.subtype	OtherArticle	pl
dc.identifier.articleid	112275	pl
dc.rights.original	bez licencji	pl
dc.identifier.project	ROD UJ / O	pl

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