000020340 001__ 20340
000020340 005__ 20170119130152.0
000020340 04107 $$aeng
000020340 046__ $$k2014-09-22
000020340 100__ $$aHout, Karel in ’t
000020340 24500 $$aNumerical solution of a two-asset option valuation PDE by ADI finite difference discretization

000020340 24630 $$n11.$$pProceedings of the international conference on numerical analysis and applied mathematics 2014
000020340 260__ $$b
000020340 506__ $$arestricted
000020340 520__ $$2eng$$afinancial option valuation, convection-diffusion problems, two-asset option, finite difference methods, ADI schemes

000020340 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb.
000020340 653__ $$a

000020340 7112_ $$aInternational conference on numerical analysis and applied mathematics 2014$$cRhodes (GR)$$d2014-09-22 / 2014-09-28$$gICNAAM2014
000020340 720__ $$aHout, Karel in ’t$$iValkov, Radoslav
000020340 8560_ $$ffischerc@itam.cas.cz
000020340 8564_ $$s230807$$uhttps://invenio.itam.cas.cz/record/20340/files/020007_1.pdf$$yOriginal version of the author's contribution as presented on USB, paper 020007_1.pdf.
000020340 962__ $$r20333
000020340 980__ $$aPAPER