Multidimensional Shannon Wavelet Inverse Fourier Technique for Pricing Financial European Options

2016 ◽  
Author(s):  
Gemma Colldeforns-Papiol ◽  
Luis Ortiz-Gracia ◽  
Cornelis W. Oosterlee
Keyword(s):  
European Options ◽  
Fourier Technique ◽  
Shannon Wavelet

scholarly journals Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options

2017 ◽  
Vol 117 ◽  
pp. 115-138 ◽  
Author(s):  
G. Colldeforns-Papiol ◽  
L. Ortiz-Gracia ◽  
C.W. Oosterlee
Keyword(s):  
Two Dimensional ◽  
European Options ◽  
Fourier Technique ◽  
Shannon Wavelet
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