"Solution of option pricing equations using orthogonal polynomial expansion."

Falko Baustian, Katerina Filipová, Jan Pospisil (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-06-29

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1912-06533
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1912-06533
Falko Baustian, Katerina Filipová, Jan Pospisil:
Solution of option pricing equations using orthogonal polynomial expansion. CoRR abs/1912.06533 (2019)

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