Chebyshev reduced basis function applied to option valuation
Javier de Frutos, Víctor Gatón
| Year of publication: |
October 2017
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|---|---|
| Authors: | Frutos, Javier de ; Gatón, Víctor |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 14.2017, 4, p. 465-491
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| Subject: | Derivative pricing | Multidimensional interpolation | Chebyshev polynomials | Reduced basis functions | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-017-0287-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011758932