De-noising option prices with the wavelet method (Q1926918)
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scientific article; zbMATH DE number 6119491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | De-noising option prices with the wavelet method |
scientific article; zbMATH DE number 6119491 |
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De-noising option prices with the wavelet method (English)
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29 December 2012
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wavelet analysis
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Monte Carlo simulation
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option pricing
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de-noise
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