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Wavelet-based option pricing: An empirical study

Liu, Xiaoquan and Cao, Yi and Ma, Chenghu and Shen, Liya (2019) Wavelet-based option pricing: An empirical study. European Journal of Operational Research, 272 (3). pp. 1132-1142. DOI https://doi.org/10.1016/j.ejor.2018.07.025



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Filename: EJOR Revision 2018.7.pdf

Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 3.0

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