A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options (Q3464429): Difference between revisions

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Revision as of 08:55, 11 July 2024

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A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
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    A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options (English)
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    27 January 2016
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    option pricing
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    European options
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    Shannon wavelets
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    sinus cardinal function
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    Fourier transform inversion
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