Pages that link to "Item:Q2628349"
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The following pages link to Option pricing with Legendre polynomials (Q2628349):
Displaying 6 items.
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing (Q901881) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)