Valuation of Options under Heston Stochastic Volatility Model Using Wavelets

Date
2018-01-01
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
IEEE
Abstract
Description
Subject(s)
Heston model, stochastic volatility, option pricing, wavelets, adaptive method, European call option
Citation
Item identifier
https://dspace.tul.cz/handle/15240/155682
 https://doi.org/10.1109/MCSI.2017.12
ISSN
ISBN
978-1-5386-2820-1
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