Pages that link to "Item:Q1991243"
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The following pages link to Wavelet-based option pricing: an empirical study (Q1991243):
Displaying 16 items.
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Option valuation under no-arbitrage constraints with neural networks (Q2030534) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- An application of wavelet analysis to pricing and hedging derivative securities (Q2772007) (← links)
- Robust pricing of European options with wavelets and the characteristic function (Q2870656) (← links)
- (Q3071517) (← links)
- WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)
- Lévy modeled GMWB: Pricing with wavelets (Q5083992) (← links)
- (Q5095419) (← links)
- Structural asset pricing theory with wavelets (Q5235456) (← links)
- Unlocking the black box: non-parametric option pricing before and during COVID-19 (Q6547037) (← links)