Valuing American Put Options Using Chebyshev Polynomial Approximation
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- Guglielmo Maria Caporale & Mario Cerrato, 2005. "Valuing American Put Options Using Chebyshev Polynomial Approximation," Public Policy Discussion Papers 05-03, Economics and Finance Section, School of Social Sciences, Brunel University.
References listed on IDEAS
- Javier Hualde & Peter M. Robinson, 2002. "Root-n-Consistent Estimation of Weak Fractional Cointegration," Faculty Working Papers 08/02, School of Economics and Business Administration, University of Navarra.
- Hassler, Uwe & Breitung, Jörg, 2002. "A Residual-Based LM Test for Fractional Cointegration," Darmstadt Discussion Papers in Economics 114, Darmstadt University of Technology, Department of Law and Economics.
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