Wavelet Method for Pricing Options with Stochastic Volatility

Date
2017
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Univerzita Hradec Králové
Abstract
Description
Subject(s)
Heston model, stochastic volatility, European option, wavelets, adaptive method
Citation
Item identifier
https://dspace.tul.cz/handle/15240/31738
ISSN
ISBN
978-80-7435-678-0
Collections