Wavelet-based option pricing: an empirical study
type: Item
instance of: scholarly article
title: Wavelet-based option pricing: an empirical study
zbMATH Open document ID: 1403.91374
author: Xiaoquan Liu
author: Yi Cao
author: Chenghu Ma
author: Liya Shen
published in: European Journal of Operational Research
publication date: 2018-10-30T00:00:00Z
full work available at URL: Wavelet-based option pricing.pdf
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65T60
zbMATH DE Number: 6968121
zbMATH Keywords: pricing
zbMATH Keywords: option valuation
zbMATH Keywords: artificial neural networks
zbMATH Keywords: stochastic volatility
zbMATH Keywords: jump risk
describes a project that uses: Faster R-CNN
describes a project that uses: wmtsa
MaRDI profile type: Publication
OpenAlex ID: W2588288887
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DOI: 10.1016/J.EJOR.2018.07.025
description: scientific article; zbMATH DE number 6968121