A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options (Q3464429)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options |
scientific article |
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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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