Option pricing with Legendre polynomials

From MaRDI portal
Publication:2628349

DOI10.1016/j.cam.2017.03.027zbMath1414.91412arXiv1610.03086OpenAlexW2530978410MaRDI QIDQ2628349

Julien Hok, Ron Tat Lung Chan

Publication date: 1 June 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.03086




Related Items (2)


Uses Software


Cites Work


This page was built for publication: Option pricing with Legendre polynomials