De-noising option prices with the wavelet method (Q1926918): Difference between revisions

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-Emmanuel E. Haven
@@ Property / author: Emmanuel E. Haven / rank @@
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+Emmanuel E. Haven
@@ Property / author: Emmanuel E. Haven / rank @@
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+wmtsa
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+https://doi.org/10.1016/j.ejor.2012.04.020
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+W2018833906
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@@ Property / cites work @@
+Wavelet Thresholding via A Bayesian Approach
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+A new wavelet-based denoising algorithm for high-frequency financial data mining
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@@ links / mardi / name / links / mardi / name @@
+Publication:1926918