Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117)
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scientific article; zbMATH DE number 7778292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option |
scientific article; zbMATH DE number 7778292 |
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Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (English)
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14 December 2023
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Greeks
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Haar wavelet method
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operational matrices
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option pricing
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wavelets
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