Work

A New Method for Option Pricing Based on Cardinal Hermite Interpolant Multiwavelets and the Characteristic Function

Year: 2025

Type: article

Source: Mathematical Methods in the Applied Sciences

DOI: 10.1002/mma.70178

Authors: Farshid Nourian, Mehrdad Lakestani, Ali Foroush Bastani, Sedaghat Shahmorad

Institutions: University of Tabriz, Jadara University, Istinye University, Institute for Advanced Studies in Basic Sciences

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4415244366

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Cites: 29

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