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Vrednotenje ameriške prodajne opcije s pomočjo Gaussovih kvadraturnih formul : delo diplomskega seminarjaTomc, BorutType of material - undergraduate thesisPublication and manufacture - Ljubljana : [B. Tomc], 2014Language - slovenianCOBISS.SI-ID - 17272665
Author
Tomc, Borut
Other authors
Žagar, Emil, 1969- |
Toman, Aleš, 1983-
Topics
matematika |
Black-Scholesov model |
ameriška prodajna opcija |
rekurzivni algoritem |
numerična integracija |
aproksimacija |
Gauss-Legendrove kvadraturne formule |
polinomi Čebiševa |
mathematics |
Black-Scholes model |
American put option |
recursive algorithm |
numerical integration |
approximation |
Gauss-Legendre quadrature formula |
Chebyshev polynomials
Call number – location, accession no. ... |
Copy status | Reservation |
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Skladišče-Jadranska 21 0000013002/0000000179 Skladišče-Jadranska 21 13002/179 |
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Tomc, Borut | |
Žagar, Emil, 1969- | 19886 |
Toman, Aleš, 1983- | 30825 |
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