Option pricing with Legendre polynomials (Q2628349): Difference between revisions

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Latest revision as of 10:57, 19 December 2024

scientific article
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Option pricing with Legendre polynomials
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    Option pricing with Legendre polynomials (English)
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    1 June 2017
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    Legendre polynomials
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    Fourier series
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    characteristic function
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    European option pricing
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    Olver algorithm
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