Stochastic volatility options pricing with wavelets and artificial neural networks (Q4647235)
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scientific article; zbMATH DE number 7001559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility options pricing with wavelets and artificial neural networks |
scientific article; zbMATH DE number 7001559 |
Statements
Stochastic volatility options pricing with wavelets and artificial neural networks (English)
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14 January 2019
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options pricing
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stochastic volatility
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wavelets
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artificial neural networks
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