Wavelet Techniques for Option Pricing on Advanced Architectures.

Stefania Corsaro Daniele Marazzina Zelda Marino

Published in: Euro-Par Workshops (2010)

Keyphrases

option pricing
black scholes
stock price
decision analysis
wavelet transform
denoising
real option
wavelet coefficients
capital budgeting
black scholes model
multiscale
long term
probability distribution
decision makers
decision support system