Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117)
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scientific article; zbMATH DE number 7778292
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| English | Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option |
scientific article; zbMATH DE number 7778292 |
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Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (English)
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14 December 2023
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Greeks
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Haar wavelet method
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operational matrices
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option pricing
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wavelets
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0.7657344341278076
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0.759122908115387
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0.7480666637420654
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0.7480299472808838
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0.7162061333656311
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