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Chapter title |
A Highly Efficient Pricing Method for European-Style Options Based on Shannon Wavelets
|
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Chapter number | 21 |
Book title |
Extended Abstracts Summer 2015
|
Published by |
Birkhäuser, Cham, January 2017
|
DOI | 10.1007/978-3-319-51753-7_21 |
Book ISBNs |
978-3-31-951752-0, 978-3-31-951753-7
|
Authors |
Luis Ortiz-Gracia, Cornelis W. Oosterlee |