WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933): Difference between revisions

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-Michael A. H. Dempster
@@ Property / author: Michael A. H. Dempster / rank @@
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@@ Property / author @@
+Michael A. H. Dempster
@@ Property / author: Michael A. H. Dempster / rank @@
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+Fast wavelet transforms and numerical algorithms I
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@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
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@@ Property / cites work @@
+An adaptive spline wavelet ADI(SW-ADI) method for two-dimensional reaction-diffusion equations
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@@ Property / cites work @@
+Biorthogonal bases of compactly supported wavelets
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@@ Property / cites work @@
+Q4218393
@@ Property / cites work: Q4218393 / rank @@
+Normal rank
@@ Property / cites work @@
+Symmetric iterative interpolation processes
@@ Property / cites work: Symmetric iterative interpolation processes / rank @@
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@@ Property / cites work @@
+A Wavelet-Optimized, Very High Order Adaptive Grid and Order Numerical Method
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@@ Property / cites work @@
+Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance
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@@ Property / cites work @@
+On the use of wavelets in computational combustion
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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@@ Property / cites work @@
+Second-generation wavelet collocation method for the solution of partial differential equations
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@@ Property / cites work @@
+A fast adaptive wavelet collocation algorithm for multidimensional PDEs
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@@ Property / cites work @@
+Filter Bank Methods for Hyperbolic PDEs
@@ Property / cites work: Filter Bank Methods for Hyperbolic PDEs / rank @@
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@@ Property / cites work @@
+A general adaptive solver for hyperbolic PDEs based on filter bank subdivisions
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s021902491100667x
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+W2171450022
@@ Property / OpenAlex ID: W2171450022 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3107933