WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933)
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scientific article; zbMATH DE number 5991975
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES |
scientific article; zbMATH DE number 5991975 |
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WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (English)
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28 December 2011
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derivative pricing
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partial differential equations
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interpolating wavelets
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sparse domain
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adaptive methods
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0.9109669
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0.8937421
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0.89208186
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0.8855057
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0.87790006
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0.87770927
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