Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing early-exercise and discrete barrier options by Shannon wavelet expansions |
scientific article |
Statements
Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (English)
0 references
29 September 2017
0 references
0 references
0 references
0 references
