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

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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2012.04.020 / rank
 
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Latest revision as of 00:33, 6 July 2024

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De-noising option prices with the wavelet method
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    De-noising option prices with the wavelet method (English)
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    29 December 2012
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    wavelet analysis
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    Monte Carlo simulation
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    option pricing
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    de-noise
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