Items where Author is "Haven, E"
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Article
Haven, E and Liu, X and Shen, L (2012) 'De-noising option prices with the wavelet method.' European Journal of Operational Research, 222 (1). 104 - 112. ISSN 0377-2217
Haven, E and Liu, X and Ma, C and Shen, L (2009) 'Revealing the implied risk-neutral MGF from options: The wavelet method.' Journal of Economic Dynamics and Control, 33 (3). 692 - 709. ISSN 0165-1889