Robust Pricing of European Options with Wavelets and the Characteristic Function (Q2870656): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q592663 |
||
| Property / author | |||
| Property / author: Cornelis W. Oosterlee / rank | |||
Revision as of 23:11, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Pricing of European Options with Wavelets and the Characteristic Function |
scientific article |
Statements
Robust Pricing of European Options with Wavelets and the Characteristic Function (English)
0 references
21 January 2014
0 references
option pricing
0 references
Haar wavelets
0 references
B-spline wavelets
0 references
