Chebyshev polynomial approximation to approximate partial differential equations
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- Guglielmo Maria Caporale & Mario Cerrato, 2008. "Chebyshev polynomial approximation to approximate partial differential equations," Working Papers 2008_16, Business School - Economics, University of Glasgow.
References listed on IDEAS
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More about this item
KeywordsEuropean Options; Chebyshev Polynomial Approximation; Chebyshev Nodes;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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