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]
@inproceedings{DempsterER00,
title = {Wavelet Methods in PDE Valuation of Financial Derivatives},
author = {M. A. H. Dempster and A. Eswaran and D. G. Richards},
year = {2000},
url = {http://link.springer.de/link/service/series/0558/bibs/1983/19830215.htm},
researchr = {https://researchr.org/publication/DempsterER00},
cites = {0},
citedby = {0},
pages = {215-238},
booktitle = {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},
editor = {Kwong-Sak Leung and Lai-Wan Chan and Helen Meng},
volume = {1983},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-41450-9},
}