An application of wavelet analysis to pricing and hedging derivative securities
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Publication:2772007
zbMATH Open0993.60052MaRDI QIDQ2772007FDOQ2772007
Authors: Juri Hinz 
Publication date: 18 February 2002
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
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Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stochastic integrals (60H05) Applications of operator theory in probability theory and statistics (47N30)
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- Title not available (Why is that?)
- Wavelet analysis of commodity price behavior
- WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES
- Wavelet Transforms and Commodity Prices
- On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment
- Structural asset pricing theory with wavelets
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- Lévy modeled GMWB: Pricing with wavelets
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