A dimension reduction Shannon-wavelet based method for option pricing (Q1635866)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dimension reduction Shannon-wavelet based method for option pricing |
scientific article |
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A dimension reduction Shannon-wavelet based method for option pricing (English)
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1 June 2018
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Shannon wavelets
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dimension reduction
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jump diffusions
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