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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Maree, S.C. |
dc.contributor.author | Ortiz Gracia, Luis |
dc.contributor.author | Oosterlee, C. W. (Cornelis W.) |
dc.date | 2017-09-15T08:50:29Z |
dc.date | 2018-08-31T22:01:23Z |
dc.date | 2017-08 |
dc.date | 2017-09-15T08:50:29Z |
dc.identifier.citation | 0029-599X |
dc.identifier.citation | 673313 |
dc.identifier.uri | http://hdl.handle.net/2445/115443 |
dc.format | 36 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Springer Verlag |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1007/s00211-016-0858-2 |
dc.relation | Numerische Mathematik, 2017, vol. 136, num. 4, p. 1035-1070 |
dc.relation | https://doi.org/10.1007/s00211-016-0858-2 |
dc.rights | (c) Springer Verlag, 2017 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Anàlisi de Fourier |
dc.subject | Transformacions (Matemàtica) |
dc.subject | Anàlisi financera |
dc.subject | Fourier analysis |
dc.subject | Transformations (Mathematics) |
dc.subject | Investment analysis |
dc.title | Pricing early-exercise and discrete barrier options by Shannon wavelet expansions |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |