De-noising option prices with the wavelet method (Q1926918): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:17, 5 March 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
