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Wavelet-based option pricing: An empirical study

  • Xiaoquan Liu
  • , Yi Cao
  • , Chenghu Ma
  • , Liya Shen*
  • *Corresponding author for this work
  • University of Nottingham Ningbo China
  • Fudan University
  • University of Essex

Research output: Contribution to journalArticlepeer-review

16 Citations (Scopus)
Original languageEnglish
Pages (from-to)1132-1142
Number of pages11
JournalEuropean Journal of Operational Research
Volume272
Issue number3
Publication statusPublished - 1 Feb 2019

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