A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371)
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scientific article; zbMATH DE number 7781386
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| English | A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options |
scientific article; zbMATH DE number 7781386 |
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A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (English)
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21 December 2023
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binary options
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Greeks
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Haar wavelets
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multi-resolution analysis
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option pricing
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