Browsing by Author Dang, Duy-Minh
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
May-2018 | A dimension reduction Shannon-wavelet based method for option pricing | Dang, Duy-Minh; Ortiz Gracia, Luis |
Feb-2019 | A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model | Berthe, Edouard; Dang, Duy-Minh; Ortiz Gracia, Luis |