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 Style AAA Style APA 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. doi:10.1137/130907288

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