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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Colldeforns Papiol, Gemma |
dc.contributor.author | Ortiz Gracia, Luis |
dc.contributor.author | Oosterlee, C. W. (Cornelis W.) |
dc.date | 2017-09-15T08:56:48Z |
dc.date | 2019-07-31T05:10:11Z |
dc.date | 2017-07 |
dc.date | 2017-09-15T08:56:49Z |
dc.identifier.citation | 0168-9274 |
dc.identifier.citation | 673314 |
dc.identifier.uri | http://hdl.handle.net/2445/115444 |
dc.format | 24 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.2017.03.002 |
dc.relation | Applied Numerical Mathematics, 2017, vol. 117, num. July, p. 115-138 |
dc.relation | https://doi.org/10.1016/j.apnum.2017.03.002 |
dc.rights | cc-by-nc-nd (c) Elsevier B.V., 2017 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es |
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 | Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |