Chebyshev reduced basis function applied to option valuation (Q1789629)
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scientific article; zbMATH DE number 6950395
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| default for all languages | No label defined |
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| English | Chebyshev reduced basis function applied to option valuation |
scientific article; zbMATH DE number 6950395 |
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Chebyshev reduced basis function applied to option valuation (English)
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10 October 2018
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derivative pricing
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multidimensional interpolation
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Chebyshev polynomials
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reduced basis functions
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0.8278433084487915
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0.804124116897583
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0.7955262064933777
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0.7793058156967163
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0.7683165073394775
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