De-noising option prices with the wavelet method (Q1926918): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:08, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | De-noising option prices with the wavelet method |
scientific article |
Statements
De-noising option prices with the wavelet method (English)
0 references
29 December 2012
0 references
wavelet analysis
0 references
Monte Carlo simulation
0 references
option pricing
0 references
de-noise
0 references
