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"De-noising option prices with the wavelet method."

Emmanuel Haven, Xiaoquan Liu, Liya Shen (2012)

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DOI: 10.1016/J.EJOR.2012.04.020

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/eor/HavenLS12
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  - https://dblp.org/rec/journals/eor/HavenLS12
Emmanuel Haven, Xiaoquan Liu, Liya Shen:
De-noising option prices with the wavelet method. Eur. J. Oper. Res. 222(1): 104-112 (2012)

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