pychebfun

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Pychebfun

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swMATH36347MaRDI QIDQ52049FDOQ52049

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Official website: https://github.com/olivierverdier/pychebfun

Source code repository: https://github.com/olivierverdier/pychebfun

Cited In (1)

Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series

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