Chebyshev polynomial approximation to approximate partial differential equations
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- Caporale, Guglielmo Maria & Cerrato, Mario, 2008. "Chebyshev polynomial approximation to approximate partial differential equations," SIRE Discussion Papers 2008-15, Scottish Institute for Research in Economics (SIRE).
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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