Option pricing with Legendre polynomials (Q2628349)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with Legendre polynomials |
scientific article |
Statements
Option pricing with Legendre polynomials (English)
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1 June 2017
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Legendre polynomials
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Fourier series
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characteristic function
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European option pricing
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Olver algorithm
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0.9218019
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0.9128216
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0.8896362
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0.88330686
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0.87866306
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0.8770526
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0.8733927
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0.87173414
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0.8710104
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