A dimension reduction Shannon-wavelet based method for option pricing (Q1635866)
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scientific article; zbMATH DE number 6879982
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| English | A dimension reduction Shannon-wavelet based method for option pricing |
scientific article; zbMATH DE number 6879982 |
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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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0.9116543
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0.9110279
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0.90879583
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0.9018346
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0.90041363
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0.8938249
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0.8787521
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