Robust pricing of European options with wavelets and the characteristic function (Q2870656)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust pricing of European options with wavelets and the characteristic function |
scientific article; zbMATH DE number 6248304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust pricing of European options with wavelets and the characteristic function |
scientific article; zbMATH DE number 6248304 |
Statements
21 January 2014
0 references
option pricing
0 references
Haar wavelets
0 references
B-spline wavelets
0 references
Robust pricing of European options with wavelets and the characteristic function (English)
0 references
