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Learning Martingale Measures From High Frequency Financial Data to Help Option Pricing.
Hung-Ching Chen
Malik Magdon-Ismail
Published in:
JCIS (2006)
Keyphrases
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high frequency
financial data
low frequency
option pricing
high resolution
high quality
discrete wavelet transform
data mining
machine learning
image data
information extraction
subband
wavelet coefficients
stock price