Robust Pricing of European Options with Wavelets and the Characteristic Function (Q2870656): Difference between revisions

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Robust Pricing of European Options with Wavelets and the Characteristic Function
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    Robust Pricing of European Options with Wavelets and the Characteristic Function (English)
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    21 January 2014
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    option pricing
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    Haar wavelets
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    B-spline wavelets
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