Robust pricing of European options with wavelets and the characteristic function

2013

SIAM Journal on Scientific Computing , Volume 35 - Issue 5 p. B1055- B1084

Additional Metadata
THEME	Other (theme 6)
Publisher	S.I.A.M.
Persistent URL	doi.org/10.1137/130907288
Journal	SIAM Journal on Scientific Computing
Organisation	Scientific Computing
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ortiz Gracia, L.& Oosterlee, K. (2013). Robust pricing of European options with wavelets and the characteristic function. SIAM Journal on Scientific Computing, 35(5), B1055–B1084.https://doi.org/10.1137/130907288

Publication