Wavelet Method for Pricing Options with Stochastic Volatility
Date
2017-01-01
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
ISSN
ISBN
978-80-7435-678-0