Chebyshev reduced basis function applied to option valuation (Q1789629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chebyshev reduced basis function applied to option valuation |
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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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