Using Chebyshev Polynomials to Approximate Partial Differential Equations
| Year of publication: |
2010
|
|---|---|
| Authors: | Caporale, Guglielmo ; Cerrato, Mario |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 35.2010, 3, p. 235-244
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | European options | Chebyshev polynomial approximation | Chebyshev nodes |
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