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dc.contributor | Universitat de Barcelona |
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dc.contributor.author | Berthe, Edouard |
dc.contributor.author | Dang, Duy-Minh |
dc.contributor.author | Ortiz Gracia, Luis |
dc.date | 2019-01-24T14:45:35Z |
dc.date | 2019-02 |
dc.date | 2019-01-24T14:45:36Z |
dc.date | info:eu-repo/date/embargoEnd/2021-02-28 |
dc.identifier.citation | 0168-9274 |
dc.identifier.citation | 684851 |
dc.identifier.uri | http://hdl.handle.net/2445/127591 |
dc.format | 22 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Elsevier B.V. |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1016/j.apnum.2018.09.013 |
dc.relation | Applied Numerical Mathematics, 2019, vol. 136, num. February, p. 1-22 |
dc.relation | https://doi.org/10.1016/j.apnum.2018.09.013 |
dc.rights | cc-by-nc-nd (c) Elsevier B.V., 2019 |
dc.rights | info:eu-repo/semantics/embargoedAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es |
dc.subject | Anàlisi financera |
dc.subject | Anàlisi de Fourier |
dc.subject | Mètode de Montecarlo |
dc.subject | Investment analysis |
dc.subject | Fourier analysis |
dc.subject | Monte Carlo method |
dc.title | A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |