Robust Pricing of European Options with Wavelets and the Characteristic Function (Q2870656)
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| 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)
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21 January 2014
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option pricing
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Haar wavelets
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B-spline wavelets
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