A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371)
From MaRDI portal
scientific article; zbMATH DE number 7781386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options |
scientific article; zbMATH DE number 7781386 |
Statements
A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (English)
0 references
21 December 2023
0 references
binary options
0 references
Greeks
0 references
Haar wavelets
0 references
multi-resolution analysis
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
