Items where Author is "Haven, Emmanuel"
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Article
Haven, Emmanuel and Liu, Xiaoquan and Shen, Liya (2012) De-noising option prices with the wavelet method. European Journal of Operational Research, 222 (1). pp. 104-112. DOI https://doi.org/10.1016/j.ejor.2012.04.020
Haven, Emmanuel and Liu, Xiaoquan and Ma, Chenghu and Shen, Liya (2009) Revealing the implied risk-neutral MGF from options: The wavelet method. Journal of Economic Dynamics and Control, 33 (3). pp. 692-709. DOI https://doi.org/10.1016/j.jedc.2008.09.001