Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials
Crossref DOI link: https://doi.org/10.1007/s40096-021-00439-9
Published Online: 2021-10-10
Published Print: 2023-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mesgarani, H.
Adl, A.
Esmaeelzade Aghdam, Y. https://orcid.org/0000-0001-5109-1561
Text and Data Mining valid from 2021-10-10
Version of Record valid from 2021-10-10
Article History
Received: 20 March 2021
Accepted: 13 September 2021
First Online: 10 October 2021