Robust pricing of European options with wavelets and the characteristic function (Q2870656)
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scientific article; zbMATH DE number 6248304
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| English | Robust pricing of European options with wavelets and the characteristic function |
scientific article; zbMATH DE number 6248304 |
Statements
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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Robust pricing of European options with wavelets and the characteristic function (English)
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0.7866373658180237
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0.7811684012413025
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0.7751597762107849
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0.7720446586608887
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0.7614625096321106
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