Chebyshev reduced basis function applied to option valuation

  1. de Frutos, J.
  2. Gatón, V.
Revue:
Computational Management Science

ISSN: 1619-6988,  1619-697X

Année de publication: 2017

Volumen: 14

Número: 4

Pages: 465-491

Type: Article

DOI: 10.1007/S10287-017-0287-4 GOOGLE SCHOLAR

Objectifs de Développement Durable