A probabilistic approach for denoising option prices
Year of publication: |
2022
|
---|---|
Authors: | Gueye, Djibril ; Lawuobahsumo, Kokulo |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 13.2023, 2, p. 18-26
|
Subject: | Gaussian Process | Denoising | Wavelet | Arbitrage | Option Price | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model |
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