Open AccessRobust Pricing of European Options with Wavelets and the Characteristic Function
Author(s) -
Luis Ortiz-Gracia,
Cornelis W. Oosterlee
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2206342
Subject(s) - wavelet , function (biology) , economics , financial economics , business , econometrics , computer science , artificial intelligence , evolutionary biology , biology
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