De-noising option prices with the wavelet method
type: Item
instance of: scholarly article
title: De-noising option prices with the wavelet method
zbMATH Open document ID: 1253.91178
author: Xiaoquan Liu
author: Liya Shen
author: Emmanuel Haven
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65T60
zbMATH DE Number: 6119491
zbMATH Keywords: wavelet analysis
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: option pricing
zbMATH Keywords: de-noise
describes a project that uses: wmtsa
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.04.020
OpenAlex ID: W2018833906
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DOI: 10.1016/J.EJOR.2012.04.020
description: scientific article; zbMATH DE number 6119491