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  • Search: subject:"Chebyshev nodes"
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Year of publication
Subject
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Chebyshev nodes 4 Chebyshev polynomial approximation 4 European options 3 Chebyshev Nodes 2 Chebyshev Polynomial Approximation 2 European Options 2 Analysis 1 Optimal stopping problem 1 Optionspreistheorie 1 Theorie 1
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Online availability
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Free 3 Undetermined 2
Type of publication
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Book / Working Paper 4 Article 2
Type of publication (narrower categories)
All
Working Paper 1
Language
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English 3 Undetermined 3
Author
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Cerrato, Mario 5 Caporale, Guglielmo Maria 4 Caporale, Guglielmo 1 Mosiño, Alejandro 1
Institution
All
CESifo 1 Department of Economics, Adam Smith Business School 1 Scottish Institute for Research in Economics (SIRE) 1
Published in...
All
Computational Economics 2 CESifo Working Paper 1 CESifo Working Paper Series 1 SIRE Discussion Papers 1 Working Papers / Department of Economics, Adam Smith Business School 1
Source
All
RePEc 5 EconStor 1
Showing 1 - 6 of 6
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Using chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria; Cerrato, Mario - 2008
This paper suggests a simple method based on a Chebyshev approximation at Chebyshev nodes to approximate partial …
Persistent link: https://www.econbiz.de/10010264366
Saved in:
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Chebyshev polynomial approximation to approximate partial differential equations
Caporale, Guglielmo Maria; Cerrato, Mario - Department of Economics, Adam Smith Business School - 2008
This pa per suggests a simple method based on Chebyshev approximation at Chebyshev nodes to approximate partial … This pa per suggests a simple method based on Chebyshev approximation at Chebyshev nodes to approximate partial …: European Options, Chebyshev Polynomial Approximation, Chebyshev Nodes Corresponding author: Professor Guglielmo Maria …
Persistent link: https://www.econbiz.de/10005687363
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Cover Image
Using Chebyshev Polynomials to Approximate Partial Differential Equations
Caporale, Guglielmo Maria; Cerrato, Mario - CESifo - 2008
This paper suggests a simple method based on a Chebyshev approximation at Chebyshev nodes to approximate partial …
Persistent link: https://www.econbiz.de/10005181525
Saved in:
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Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply
Mosiño, Alejandro - In: Computational Economics 39 (2012) 1, pp. 13-27
Persistent link: https://www.econbiz.de/10009401760
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Using Chebyshev Polynomials to Approximate Partial Differential Equations
Caporale, Guglielmo; Cerrato, Mario - In: Computational Economics 35 (2010) 3, pp. 235-244
Persistent link: https://www.econbiz.de/10008631212
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Cover Image
Chebyshev polynomial approximation to approximate partial differential equations
Caporale, Guglielmo Maria; Cerrato, Mario - Scottish Institute for Research in Economics (SIRE) - 2008
This paper suggests a simple method based on Chebyshev approximation at Chebyshev nodes to approximate partial …
Persistent link: https://www.econbiz.de/10010552383
Saved in:
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