Solution of option pricing equations using orthogonal polynomial expansion

Date issued

2021

Journal Title

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Volume Title

Publisher

Springer

Abstract

Description

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Citation

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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