Wavelet-based option pricing: An empirical study.

Xiaoquan Liu Yi Cao Chenghu Ma Liya Shen

Published in: Eur. J. Oper. Res. (2019)

Keyphrases

option pricing
black scholes
stock price
decision analysis
wavelet transform
capital budgeting
real option
black scholes model
decision making
neural network
stock market
decision makers
graphical models
long term
computational complexity
multiscale
knowledge base