De-noising option prices with the wavelet method
| Year of publication: |
2012
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|---|---|
| Authors: | Haven, Emmanuel ; Liu, Xiaoquan ; Shen, Liya |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 222.2012, 1 (1.10.), p. 104-113
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