Wavelet-based option pricing: an empirical study (Q1991243)
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scientific article; zbMATH DE number 6968121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet-based option pricing: an empirical study |
scientific article; zbMATH DE number 6968121 |
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Wavelet-based option pricing: an empirical study (English)
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30 October 2018
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pricing
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option valuation
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artificial neural networks
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stochastic volatility
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jump risk
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