Solution of option pricing equations using orthogonal polynomial expansion

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BaustianFilipovaPospisil21am_accepted.pdf (1.02 MB)

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2021

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Springer

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BAUSTIAN, F. FILIPOVÁ, K. POSPÍŠIL, J. Solution of option pricing equations using orthogonal polynomial expansion. Applications of Mathematics, 2021, roč. 66, č. 4, s. 553-582. ISSN: 0862-7940

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https://doi.org/2-s2.0-85103659388
 http://hdl.handle.net/11025/46650
 https://doi.org/10.21136/AM.2021.0361-19

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