Using Chebyshev polynomials to approximate partial differential equations : a reply
Year of publication: |
2012
|
---|---|
Authors: | Mosiño, Alejandro |
Other Persons: | Caporale, Guglielmo Maria (contributor) ; Cerrato, Mario (contributor) |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 39.2012, 1, p. 13-27
|
Subject: | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory |
-
Hopscotch methods for two-state financial models
Kurpiel, Adam, (2000)
-
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
-
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes, (2000)
- More ...
-
Black market and official exchange rates: long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria, (2006)
-
Using chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria, (2008)
-
Panel data tests of PPP: A critical overview
Caporale, Guglielmo Maria, (2004)
- More ...