Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints
Crossref DOI link: https://doi.org/10.1186/s13660-016-1097-x
Published Online: 2016-06-10
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kundu, Arindam
Kumar, Sumit
Kumar Tomar, Nutan
Kumar Gupta, Shiv
License valid from 2016-06-10