Solution of option pricing equations using orthogonal polynomial expansion (Q6331061)

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scientific article; zbMATH DE number 7396167
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Solution of option pricing equations using orthogonal polynomial expansion
scientific article; zbMATH DE number 7396167

    Statements

    publication date
    13 December 2019
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    arXiv classification
    q-fin.PR
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    cs.CE
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    math.AP
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    author
    Falko Baustian
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    Kateřina Filipová
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    Jan Pospíšil
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    Identifiers

    arXiv ID
    1912.06533
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    Mathematics Subject Classification ID
    33C45
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    65M60
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    91G20
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    91G60
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    zbMATH DE Number
    7396167
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