Robust Pricing of European Options with Wavelets and the Characteristic Function (Q2870656)

From MaRDI portal
Revision as of 19:26, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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
    0 references
    0 references
    21 January 2014
    0 references
    option pricing
    0 references
    Haar wavelets
    0 references
    B-spline wavelets
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references