Stochastic volatility options pricing with wavelets and artificial neural networks

Author: Zapart C.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.2, Iss.6, 2002-06, pp. : 487-495

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract