Chebyshev reduced basis function applied to option valuation
Crossref DOI link: https://doi.org/10.1007/s10287-017-0287-4
Published Online: 2017-07-14
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
de Frutos, Javier http://orcid.org/0000-0002-5012-6061
Gatón, Víctor http://orcid.org/0000-0002-3186-216X
Funding for this research was provided by:
MINECO, Agencia estatal de investigación (MTM2013-42538-P, MTM2016-78995-P)
License valid from 2017-07-14