Open AccessA Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
Author(s) -
Luis Ortiz-Gracia,
Cornelis W. Oosterlee
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2585529
Subject(s) - wavelet , fourier transform , inverse , computer science , mathematics , econometrics , financial economics , economics , business , artificial intelligence , mathematical analysis , geometry
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