To access the full text documents, please follow this link: http://hdl.handle.net/2445/115444
Title: | Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options |
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Author: | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
Other authors: | Universitat de Barcelona |
Abstract: | |
Subject(s): | -Anàlisi de Fourier -Transformacions (Matemàtica) -Anàlisi financera -Fourier analysis -Transformations (Mathematics) -Investment analysis |
Rights: | cc-by-nc-nd (c) Elsevier B.V., 2017
http://creativecommons.org/licenses/by-nc-nd/3.0/es |
Document type: | Article Article - Accepted version |
Published by: | Elsevier B.V. |
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