Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613)
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scientific article; zbMATH DE number 7035943
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing multi-asset option problems: a Chebyshev pseudo-spectral method |
scientific article; zbMATH DE number 7035943 |
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Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (English)
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13 March 2019
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option pricing
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multi-asset option
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adaptive grid
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Chebyshev pseudo-spectral method
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payoff function
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