Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revealing the implied risk-neutral MGF from options: the wavelet method |
scientific article |
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Revealing the implied risk-neutral MGF from options: the wavelet method (English)
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7 August 2009
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wavelet analysis
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option pricing
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Laplace transform
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