Additional Metadata
THEME Other (theme 6)
Publisher S.I.A.M.
Persistent URL dx.doi.org/10.1137/130907288
Journal SIAM Journal on Scientific Computing
Citation
Ortiz Gracia, L, & Oosterlee, C.W. (2013). Robust pricing of European options with wavelets and the characteristic function. SIAM Journal on Scientific Computing, 35(5), B1055–B1084. doi:10.1137/130907288