Limitations and improvements of standard spectral methods for pricing standard options

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Publication:531074

DOI10.1007/s12572-015-0140-3zbMath1342.91043OpenAlexW1181484598MaRDI QIDQ531074

Edgard Ngounda, Kailash C. Patidar

Publication date: 3 August 2016

Published in: International Journal of Advances in Engineering Sciences and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12572-015-0140-3





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