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Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options
Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.)
Universitat de Barcelona
Anàlisi de Fourier
Transformacions (Matemàtica)
Anàlisi financera
Fourier analysis
Transformations (Mathematics)
Investment analysis
cc-by-nc-nd (c) Elsevier B.V., 2017
info:eu-repo/semantics/embargoedAccess
http://creativecommons.org/licenses/by-nc-nd/3.0/es
Article
info:eu-repo/semantics/acceptedVersion
Elsevier B.V.
         

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