A highly efficient Shannon wavelet inverse Fourier technique for pricing European options (Q3464429)
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scientific article; zbMATH DE number 6536071
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| English | A highly efficient Shannon wavelet inverse Fourier technique for pricing European options |
scientific article; zbMATH DE number 6536071 |
Statements
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options (English)
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27 January 2016
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option pricing
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European options
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Shannon wavelets
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sinus cardinal function
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Fourier transform inversion
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0.8387719988822937
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0.8201974630355835
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0.7751597762107849
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0.7689671516418457
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