"Quadratic Spline Wavelets for Sparse Discretization of Jump-Diffusion Models."

Dana Cerná (2019)

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DOI: 10.3390/SYM11080999

access: open

type: Journal Article

metadata version: 2019-09-07

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Dana Cerná:
Quadratic Spline Wavelets for Sparse Discretization of Jump-Diffusion Models. Symmetry 11(8): 999 (2019)

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