Wavelet-based option pricing: An empirical study

Xiaoquan Liu, Yi Cao, Chenghu Ma, Liya Shen^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

Original language	English
Pages (from-to)	1132-1142
Number of pages	11
Journal	European Journal of Operational Research
Volume	272
Issue number	3
Publication status	Published - 1 Feb 2019

Cite this

@article{150a849ba10549bda62e6930633ef860,

title = "Wavelet-based option pricing: An empirical study",

author = "Xiaoquan Liu and Yi Cao and Chenghu Ma and Liya Shen",

year = "2019",

month = feb,

day = "1",

language = "English",

volume = "272",

pages = "1132--1142",

journal = "European Journal of Operational Research",

issn = "0377-2217",

publisher = "Elsevier",

number = "3",

}