Wavelet Methods in PDE Valuation of Financial Derivatives

M. A. H. Dempster, A. Eswaran, D. G. Richards. Wavelet Methods in PDE Valuation of Financial Derivatives. In Kwong-Sak Leung, Lai-Wan Chan, Helen Meng, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2000, Data Mining, Financial Engineering, and Intelligent Agents, Second International Conference, Shatin, N.T. Hong Kong, China, December 13-15, 2000, Proceedings. Volume 1983 of Lecture Notes in Computer Science, pages 215-238, Springer, 2000. [doi]

Authors

M. A. H. Dempster

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A. Eswaran

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D. G. Richards

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