Option pricing with Legendre polynomials

Option pricing with Legendre polynomials

Hok, Julien, Chan, Tat Lung (Ron)
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Volume:
322
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2017.03.027
Date:
October, 2017
File:
PDF, 448 KB
english, 2017
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