Haven, E., Liu, X., & Shen, L. (2012). De-noising option prices with the wavelet method. European journal of operational research, 222(1), 104-112. https://doi.org/10.1016/j.ejor.2012.04.020
Chicago Style (17th ed.) CitationHaven, Emmanuel, Xiaoquan Liu, and Liya Shen. "De-noising Option Prices with the Wavelet Method." European Journal of Operational Research 222, no. 1 (2012): 104-112. https://doi.org/10.1016/j.ejor.2012.04.020.
MLA (9th ed.) CitationHaven, Emmanuel, et al. "De-noising Option Prices with the Wavelet Method." European Journal of Operational Research, vol. 222, no. 1, 2012, pp. 104-112, https://doi.org/10.1016/j.ejor.2012.04.020.
Warning: These citations may not always be 100% accurate.