A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options

Journal Article (2016)
Author(s)

L Ortiz-Gracia (Centre de Recerca Matemàtica)

Kees Oosterlee (TU Delft - Numerical Analysis)

Research Group
Numerical Analysis
Copyright
© 2016 Luis Ortiz-Gracia, C.W. Oosterlee
DOI related publication
https://doi.org/10.1137/15M1014164
More Info
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Publication Year
2016
Language
English
Copyright
© 2016 Luis Ortiz-Gracia, C.W. Oosterlee
Research Group
Numerical Analysis
Issue number
1
Volume number
38
Pages (from-to)
B118-B143
Reuse Rights

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Abstract

In the search for robust, accurate, and highly efficient financial option valuation techniques, we here present the SWIFT method (Shannon wavelets inverse Fourier technique), based on Shannon wavelets. SWIFT comes with control over approximation errors made by means of sharp quantitative error bounds. The nature of the local Shannon wavelets basis enables us to adaptively determine the proper size of the computational interval. Numerical experiments on European-style options show exponential convergence and confirm the bounds, robustness, and efficiency.

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