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

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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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