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 …