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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Dang, Duy-Minh |
dc.contributor.author | Ortiz Gracia, Luis |
dc.date | 2018-05-14T16:52:35Z |
dc.date | 2019-05-31T05:10:12Z |
dc.date | 2018-05 |
dc.date | 2018-05-14T16:52:35Z |
dc.identifier.citation | 0885-7474 |
dc.identifier.citation | 678687 |
dc.identifier.uri | http://hdl.handle.net/2445/122335 |
dc.format | 29 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Springer Science + Business Media |
dc.relation | Versió postprint del document publicat a: https://link.springer.com/article/10.1007/s10915-017-0556-y |
dc.relation | Journal of Scientific Computing, 2018, vol. 75, num. 2, p. 733-761 |
dc.relation | https://doi.org/10.1007/s10915-017-0556-y |
dc.rights | (c) Springer Science + Business Media, 2018 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Anàlisi de Fourier |
dc.subject | Sistemes estocàstics |
dc.subject | Anàlisi financera |
dc.subject | Fourier analysis |
dc.subject | Stochastic systems |
dc.subject | Investment analysis |
dc.title | A dimension reduction Shannon-wavelet based method for option pricing |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |