Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model (Q4626533)
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scientific article; zbMATH DE number 7030743
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| English | Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model |
scientific article; zbMATH DE number 7030743 |
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Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model (English)
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28 February 2019
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wavelet
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cubic spline
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short support
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Galerkin method
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option pricing
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Kou model
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0.8081011772155762
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0.8035301566123962
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0.8029573559761047
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0.7978839874267578
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0.7976428270339966
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