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Abstract and Applied Analysis
Volume 2014, Article ID 168630, 9 pages
http://dx.doi.org/10.1155/2014/168630
Research Article

Faber-Schauder Wavelet Sparse Grid Approach for Option Pricing with Transactions Cost

College of Information and Electrical Engineering, China Agricultural University, P.O. Box 53, East Campus, 17 Qinghua Donglu Road, Haidian District, Beijing 100083, China

Received 10 February 2014; Accepted 5 April 2014; Published 28 April 2014

Academic Editor: Mohammad T. Darvishi

Copyright © 2014 Shu-Li Mei. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Shu-Li Mei, “Faber-Schauder Wavelet Sparse Grid Approach for Option Pricing with Transactions Cost,” Abstract and Applied Analysis, vol. 2014, Article ID 168630, 9 pages, 2014. https://doi.org/10.1155/2014/168630.