Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Author
I.
Wavelet calculations.
1.
Calculation of scaling filters.
2.
Calculation of scaling functions.
3.
Calculation of wavelets.
4.
Convergence of cascade procedure.
5.
Direct verification of wavelet properties.
6.
Adapting scaling function to the interval [0,1].
7.
Adapting wavelets to the interval [0,1].
II.
Calculation of approximation spaces in one dimension.
III.
Calculation of approximation spaces in one dimension II.
IV.
Scalar product in N-dimensions.
V.
Wavelet transform of payoff function in N-dimensions.
Downloads.
Index.
Contents.
Wavelet calculations.
he present section builds on the techniques presented in the section (
Wavelet analysis
).
1.
Calculation of scaling filters.
2.
Calculation of scaling functions.
3.
Calculation of wavelets.
4.
Convergence of cascade procedure.
5.
Direct verification of wavelet properties.
6.
Adapting scaling function to the interval [0,1].
7.
Adapting wavelets to the interval [0,1].
Downloads.
Index.
Contents.
Copyright 2007
