Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470)
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scientific article; zbMATH DE number 6783368
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| English | Pricing early-exercise and discrete barrier options by Shannon wavelet expansions |
scientific article; zbMATH DE number 6783368 |
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Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (English)
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29 September 2017
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0.9214666
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0.8786439
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0.87850523
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0.87796044
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0.8760854
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